Whisk first 8 ingredients in medium bowl to blend. Using electric mixer, beat sugar and butter in large bowl until blended (mixture will be grainy). Beat in egg, then yolks and vanilla. Gradually beat in buttermilk; beat in pumpkin in 4 additions. Using rubber spatula, fold in dry ingredients in 4 additions, blending gently after each addition. Cover with plastic; chill 3 hours.
Sprinkle 2 rimmed baking sheets lightly with flour. Press out 1/3 of dough on floured surface to 1/2- to 2/3-inch thickness. Using 2 1/2-inch-diameter round cutter, cut out dough rounds. Arrange on sheets. Repeat with remaining dough in 2 more batches. Gather dough scraps. Press out dough and cut out more dough rounds until all dough is used.
Using 1-inch-diameter round cutter, cut out center of each dough round to make doughnuts and doughnut holes.
Line 2 baking sheets with several layers of paper towels.
Pour oil into large deep skillet to depth of 1 1/2 inches. Attach deep-fry thermometer and heat oil to 365°F to 370°F. Fry doughnut holes in 2 batches until golden brown, turning occasionally, about 2 minutes. Using slotted spoon, transfer to paper towels to drain. Fry doughnuts, 3 or 4 at a time, until golden brown, adjusting heat to maintain temperature, about 1 minute per side. Using slotted spoon, transfer doughnuts to paper towels to drain. Cool completely.
Whisk powdered sugar and 4 tablespoons whipping cream to blend.
Whisk in additional cream, 1 teaspoon at a time, to form medium thick glaze. Can be made up to 3 hours ahead.
Add doughnut holes to bowl of spiced sugar and toss to coat.
Spread doughnuts on 1 side with Powdered Sugar Glaze. Arrange doughnuts, glazed side up, on racks.
