Even though baking everything from scratch is my motto, I learned this quick version from a Japanese friend who uses store-bought buttermilk biscuit dough to make her Thai doughnuts. We'll keep this as our little secret.
Fill a heavy, deep saucepan halfway with oil and heat over medium-high heat to 350 degrees F on a candy thermometer. Please don't fry in oil any cooler than 350 degrees F; it will make your doughnuts greasy and yucky.
In the bowl of a stand mixer with a paddle attachment, add the cream cheese, sugar and orange zest and cream on medium speed, 2 to 3 minutes. Add the pumpkin, molasses, vanilla, cinnamon, ginger, salt and nutmeg and continue to mix until light and fluffy, 1 to 2 more minutes. Fill a pastry bag with a large open tip with the pumpkin mixture and set aside.
Fry the biscuits in batches of 2 or 3 until golden brown, 2 to 3 minutes on each side. Carefully with tongs, lift the biscuits (doughnuts) out of the hot oil allowing them to drain over the oil for a second. Toss the warm doughnuts in the the spiced sugar.