Gather all your ingredients on the counter.
In a large mixing bowl, whisk together the cake flour, baking powder, sea salt, ground nutmeg, and pumpkin pie spice until well combined.
In another bowl, beat together the granulated sugar and unsalted butter until light and fluffy. Add in the egg yolks one at a time while continuing to mix.
Stir in the sour cream or plain yogurt followed by the pumpkin puree into your butter mixture until fully incorporated.
Gradually add your dry ingredients to the wet mixture, stirring gently until just combined.
On a floured surface, roll out your dough to about ½-inch thickness. Use a round cutter to cut out circles for your doughnuts.
In a deep pot or fryer heated with canola oil (about 350°F or 175°C), carefully place a few doughnut rounds at a time. Fry them for about 2-3 minutes on each side until they’re golden brown.