Basic Cake Doughnuts

1. In the bowl of a stand mixer fitted with the paddle attachment, combine the flour, baking powder, salt, nutmeg, and sugar. Blend on low speed. Add the butter and blend at medium-low speed. The mixture should resemble coarse sand.
2. In a separate bowl, combine the egg, 1/4 cup of the milk, yogurt, and vanilla. With the mixer running, slowly pour the wet ingredients into the flour- butter mixture. Scrape down the sides of the bowl and mix for 20 seconds. Mix in the remaining milk, a little at a time, until the batter sticks to the sides of the bowl. The batter should be smooth, thick, and spoonable, similar to moist cookie dough. You may not need all of the milk. Cover with plastic wrap and let rest for 15 to 20 minutes.
3. Heat at least 2 inches of oil in a heavy-bottomed pot until a deep-fat thermometer registers 360°F.
4. For traditional doughnuts, fill a piping bag fitted with a 1/3-inch round tip. Calculate how many 3-inch doughnuts can fry in your pot at one time. Grease a 4-by-4-inch parchment square for each and pipe a 3-inch-diameter ring onto each square. Carefully place one in the oil, parchment side up. Remove the parchment with tongs and repeat with a few more rings, being careful not to overfill the pan. Cook for 1 to 2 minutes on each side, or until light golden brown. For drop doughnuts, just drop tablespoon-size dollops directly into the oil and fry for about 45 seconds per side, or until light golden brown.
5. Remove with a slotted spoon and drain on a paper towel. Repeat with the remaining batter. Let cool just slightly before glazing and eating.