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In a large bowl, sift together the flour, baking powder and salt. Set aside.
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In another large bowl, whisk the sour milk, pumpkin puree and sugar, until smooth and combined.
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Beat in the eggs and vanilla until just combined. If needed, scrape the sides of the bowl with a rubber spatula.
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In 2-3 increments, add the flour mixture to this wet mixture, stirring with a wooden spoon until just combined. The dough will be quite sticky.
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Refrigerate it for about 2 hours, or until completely chilled.
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Turn the dough onto a very generously floured surface. Knead for 2 minutes, or until the dough is smooth and elastic. Return the dough to the fridge for another hour.
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Turn the dough onto a floured surface. Roll the doll to about 1/2 inch thickness and use a doughnut cutter or any other shape you like.
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Put the rounds back in the refrigerator while you heat the oil.
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Heat about 4 inches oil in a heavy pot or deep fryer to about 375°F.
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Fry about 2-3 doughnuts at a time. Fry until golden brown on each side. About 3 minutes.
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Dunk in confectioner's sugar while still warm and again before serving.