To make the dough, start by combining in a medium bowl, flour, baking powder, baking soda, salt, cinnamon, ginger, nutmeg and clove. Using an electric mixer beat in butter, sugar, egg, egg yolk and vanilla. To that, add sour milk, pumpkin puree and the flour mixture. Mix on low until well combined. The dough is very sticky, don´t add more flour. Chill for 3 hours (I chilled mine overnight).
In a well-floured surface, roll dough to a 1/2-inch thick. Using a donut cutter, cut dough. Reroll and cut dough as necessary.
Heat oil to 365°-370°F / 185°-187°C (if you don´t have a thermometer, put your stove on low) and fry the donuts for 1 minute each side, or until golden brown. Place donuts on paper towels. Before you add more donuts to the oil, wait until it reaches the right temperature.
In a medium bowl mix sugar and cinnamon; when donuts are cool enough to handle (don´t wait until donuts are cold), dip them in this mixture and coat completely.
In another medium bowl mix ingredients for icing; dip donuts in icing.