Activate Yeast: Pour warm milk into a bowl, add active dry yeast, and let it sit for 3-5 minutes until frothy.

Combine Dry Ingredients: Mix all-purpose flour, sugar, salt, and pumpkin spice in a bowl.

Make Dough: Combine yeast mixture, pumpkin puree, and egg with dry ingredients to form a sticky dough, then knead until smooth.

Incorporate Butter: Knead in cubed unsalted butter until fully absorbed.

First Proof: Let the dough rise in a greased bowl covered with a damp cloth for about 1 hour until doubled in size.

Shape Donuts: Punch down the dough, divide into 12 pieces, and shape them into balls or pumpkin shapes.

Second Proof: Let the shaped donuts proof on a floured surface for another hour.

Prepare Filling (optional): Beat cream cheese, pumpkin puree, and powdered sugar, then fold in whipped heavy cream.

Fry Donuts: Heat oil to 325°F, fry donuts for 2-3 minutes until golden brown.

Coat in Cinnamon Sugar: Drain donuts briefly, then roll them in cinnamon sugar while warm.

Fill (optional): Let donuts cool, then pipe the spiced pumpkin cream filling into each one.