Preheat oven 350 Spray a donut pan with baking spray and set aside.
In a large mixing bowl, stir together the flour, baking powder, salt and spices; set aside.
In the bowl of an electric mixer fitted with the paddle attachment, mix oil, brown sugar, egg, vanilla, pumpkin and milk until combined. You could also mix the entire thing by hand with a wooden spoon.
Slowly add in the dry ingredients and mix until combined. Stop 1/2 way in the process to scrape the sides of the bowl with a spatula and incorporate it well.
Using a pastry bag, fill each donut cup with the batter. Fill almost to the top. Bake 12-15 minutes, or until donuts spring back when gently pressed.
Turn donuts out onto a wire rack and allow to cool for a few minutes.
While the donuts are cooling, melt butter in one bowl and combine the sugar and cinnamon in another. When donuts are still hot (but not too hot to touch), quickly dip each donut in melted butter, then coat in the cinnamon-sugar mixture. Serve immediately.