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1
In a saucepan, heat the milk over medium heat just until it comes to a boil then immediately turn off the heat.
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2
Place the cornmeal in a large bowl.
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3
Add the hot milk and mix lightly.
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4
Sift together 1 cup of flour, the sugar, baking powder, cinnamon, nutmeg, and salt.
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5
Stir the melted butter and the egg into the cornmeal mixture.
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6
Stir the flour mixture into the cornmeal mixture and mix well.
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7
If the dough doesn't hold together, add more flour 1 tablespoon at a time.
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8
The dough should be firm enough to handle, but keep it soft by using as little flour as possible.
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9
Place the dough in a bowl, cover, and refrigerate 30 minutes.
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10
Flour your hands and turn the dough out onto a lightly floured surface.
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11
Using your hands, roll into logs 1-inch in diameter.
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12
Using a knife, cut into 1 1/2-inch lengths.
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13
Meanwhile, heat the oil in a deep fryer (or at least 2 inches of oil in a deep, heavy pot) to 350 degrees F. (Do not overheat, or the doughnuts will not cook through.)
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14
Working in batches to avoid crowding the pot, fry the dough nuts, turning occasionally, until golden brown, 4 to 5 minutes.
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15
Drain on paper towels, sprinkle lightly with confectioners' sugar, and serve immediately.