For the syrup: Put the sugar, water, cardamom pods, cloves, and star anise in a medium-size saucepan and bring to a boil. Turn the heat to low and simmer until the sugar has dissolved and the syrup is slightly thickened, about 25 minutes. Let the syrup cool slightly.
For the doughnuts: Mix the dry milk powder, all-purpose flour, and baking soda together in a large bowl and then slowly stir in the whipping cream until a loose dough is formed.
Oil your hands, and then divide and form the dough into balls about the size of golf balls. Heat the oil over very low heat in a high-sided saute pan and carefully begin to add the balls. Fry the doughnuts slowly until they are golden on all sides, about 2 to 3 minutes per doughnut. Be careful not to burn them. Put the doughnuts into the syrup and let them sit for at least 15 minutes. Remove the doughnuts from the syrup and serve warm or cold.
The end product should look like a mini golden brown doughnut.