This recipe from my grandma is an all time favorite! I've changed it just a bit by swapping out the shortening for butter, but you can certainly use shortening if you prefer. If you don't have a stand mixer, you can mix everything by hand and knead the dough on a floured surface.
Cinnamon Sugar mix for coating the donuts1/2 cup sugar, 2 teaspoons cinnamon
Instructions
In the bowl of a stand mixer fitted with the dough hook, beat together the butter and sugar. Beat in the egg.
In a separate bowl, combine the remaining dry ingredients.
Alternate adding the milk and flour mixture until everything is well combined. Knead for just a couple of minutes. If the dough is too sticky to roll out, add more flour until it's workable, 1-2 tablespoons at a time.
Roll the dough out on a floured surface until about 1/4 inch thick. Use a donut cutter to cut donuts.
Add to a pot of 375 degree oil, just a few donuts at a time so as not to crowd the pan, and fry until golden, about 2 minutes each side.
Drain on a paper towel lined plate before tossing in a mixture of cinnamon and sugar.