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This recipe was uploaded by Despina33
Beat cream cheese until smooth and then add sugar. Add pumpkin, vanilla and cinnamon and mix until smooth. Chill for at least 2 hours (or while preparing doughnuts)
Stir milk with yeast in large bowl and let it sit for 5 minutes. Add sugar, egg and egg yolk and blend.
Add 3 1/2 cup of flour and nutmeg and salt and mix well. Add this to the wet mixture. Only add remaining 1/2 cup of flour if your dough is very sticky (at it a bit at a time). Knead dough for 3 minutes and let to rise for 1 1/2 hours.
Roll out your dough 1/4" thick. with a 2 1/2" round cookie cutter, cut out the doughnuts and place on parchment paper to rise for 20 minutes.
Heat the oil in a deep heavy saucepan to 325F or 160C. Put 4-6 doughnuts at a time for 2-3 minutes.
Leave doughnuts to cool completely before assembling. Cut in the middle and fill with cream and dust with icing sugar. Enjoy!