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1
Melt the shortening in a small saucepan over medium heat.
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2
Set aside to cool slightly but still liquid.
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3
In a standing mixer fitted with the paddle attachment, beat the sugar and shortening together on medium speed, until just combined.
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4
Add the eggs, one at a time, beating well after each addition.
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5
Add the milk and vanilla, and continue beating until the mixture is light, about 2 minutes.
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6
Meanwhile, sift the flour, baking powder, nutmeg, mace, and salt into a medium bowl.
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7
Reduce the mixer's speed to low, add the flour mixture until just combined.
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8
(The texture of the dough will be soft and loose.)
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9
Transfer the dough to a large piece of plastic wrap and wrap it well.
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10
(Make sure you scrap off all the dough clinging to the paddle.)
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11
Refrigerate the dough for 4 hours or overnight.
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12
On a lightly floured work surface, roll the chilled dough out into a rectangle about 1/2-inch thick.
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13
Dip the edges of a 2 1/2-inch-round doughnut cutter in flour and cut the dough into doughnuts.
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14
Place the doughnuts and holes on a baking sheet lined with parchment.
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15
Put enough vegetable shortening into a tall, heavy-bottomed pot to fill it about a third of the way up.
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16
Heat the shortening over medium heat until a deep-fry thermometer inserted in the oil registers 375 degrees F. Line a baking sheet with paper towels.
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17
Working in batches, fry the doughnuts and holes, turning once, until they are golden brown, about 2 to 3 minutes.
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18
Using a slotted spoon, transfer the doughnuts to the paper towels to drain and cool.
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19
Repeat until all the doughnuts and holes are fried.
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20
(Make sure the shortening returns to 375 degrees F. between batches.)
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21
For sugared doughnuts, roll the doughnuts in sugar or cinnamon sugar while they are still warm.
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22
To cover the doughnuts with confectioners' sugar, allow them to cool completely before rolling in the sugar.
