Prepare the Dough: In a large bowl, whisk flour, sugar, baking powder, cinnamon, nutmeg, ginger, cloves, and salt. In another bowl, mix pumpkin puree, egg, milk, vanilla, and melted butter until smooth. Combine wet and dry ingredients, stirring until just mixed.
Shape the Donut Holes: Scoop 1 tbsp portions of dough and roll into balls. Place on a parchment-lined tray (makes about 18-20).
Heat the Oil (Fried Version): Heat 2 inches of vegetable oil in a skillet to 350°F. Fry 4-5 donut holes at a time for 2-3 minutes, turning occasionally, until golden. Drain on paper towels.
Air Fryer Method (Optional): Preheat air fryer to 375°F. Spray donut holes with cooking spray. Air fry for 8-10 minutes, shaking halfway.
Baked Method (Optional): Preheat oven to 375°F. Place donut holes on a parchment-lined baking sheet. Bake for 10-12 minutes.
Coat in Cinnamon Sugar: Mix 1/2 cup sugar and 1 tbsp cinnamon in a bowl. Brush warm donut holes with melted butter (optional), then roll in cinnamon sugar.
Serve: Enjoy warm with coffee or cider!