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1
Add the water, brown sugar, and butter to a pot. Bring to a boil over medium heat and then dump in the flour. Keep the pot on the heat and use a wooden spoon to stir quickly. Flour will clump together in pockets, so don't be gentle!
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2
Remove the pot from the heat and allow it to cool slightly. Add the egg, vanilla, salt, and nutmeg and mix well. Allow to cool completely.
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3
Heat about 1/2 inch of oil in a deep saucepan until hot (flick a little droplet of water in there to see if it sizzles).
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4
Roll a few tablespoon-sized scoops of batter into balls (you might need to use a bit of additional flour if the batter is sticky). Flatten each ball between your hands, or with a flat spatula, until about 1/4-inch thick. Craggy edges are a-okay.
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5
Drop the flat rounds into the oil. Working in batches, fry rounds until browning and crisp, about 1 to 2 minutes per side. Don't overcrowd the pan, but they don't need a ton of room (I fried 3 at a time). Remove from oil and drain on a paper towel.
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6
Complete until all the dough is used, shaping and frying as you go.
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7
Whisk sugar, cinnamon, cayenne, and cocoa together in a shallow boll. While the fried dough is still hot, drop each fried puck all around in the bowl, shaking and turning to coat both sides with the spiced sugar. Yessss.