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For gingerbread beignets: Combine evaporated milk and yeast in a large bowl; add egg, molasses, 2 tablespoons sugar, and vegetable oil.
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Stir until yeast dissolves and mixture is combined.
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Sift together 4 cups flour, salt, 1/2 teaspoon cinnamon, nutmeg, ginger, and cloves in a medium bowl.
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Add half of flour mixture to milk mixture.
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Mix well.
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Add shortening, blending until combined, then add remaining flour mixture.
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Knead until mixture comes together, adding remaining 1/2 cup flour, a bit at a time, if needed.
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Form dough into ball, wrap in plastic wrap, and refrigerate at least 4 hours, or overnight.
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On a floured board, roll dough to 1/3-inch thickness.
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Cut into 24 squares.
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Cover with a clean dish towel and set aside in a warm, draft-free area for 45 minutes.
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Line a plate with paper towels; set aside.
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Add vegetable oil to a deep-sided pot to a depth of 3 inches.
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Heat oil to 375 degrees F. Drop in dough squares a few at a time, turning frequently with a long-handled slotted spoon.
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Cook until puffed and golden.
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Remove with slotted spoon and transfer to the plate lined with paper towels.
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Lightly tent with foil to keep warm while remaining beignets cook.
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Combine remaining 1/4 cup sugar and 1 teaspoon cinnamon in a small bowl.
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Dust hot beignets with cinnamon-sugar mixture; serve warm.
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For eggnog creme anglaise: Combine eggnog and milk in a large, heavy saucepan over medium-high heat.
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Cook until very hot but not simmering.
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Meanwhile, combine sugar and egg yolks in the bowl of an electric mixer fitted with the whisk attachment.
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Beat until light, thick and fluffy.
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Very slowly drizzle in hot eggnog mixture while beating at medium-low speed.
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Transfer mixture back to saucepan over medium-low heat.
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Cook, stirring constantly, until sauce thickens and becomes creamy, 10 minutes.
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Do not simmer or the egg yolks will curdle.
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Remove the sauce from the heat, whisk, and strain through a fine sieve.
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Stir in nutmeg and cinnamon, if using.
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Serve warm with Gingerbread Beignets.