I recommend making both the pumpkin cream and the donut dough the night before!
Whisk together brown sugar, cornstarch, pumpkin pie spice, salt, heavy cream, and egg yolks in a small saucepan. Bring to a boil over medium heat and whisk constantly until the mixture is thickened, about 1 minute.
Remove from heat. Stir in the pumpkin puree, butter, bourbon and vanilla until smooth and silky.
Transfer to a bowl and cover with plastic wrap (place the plastic wrap directly on the surface of the pumpkin cream so a film doesn't form). Chill for at least 1 hour!
In the bowl of a stand mixer fitted with the dough hook attachment, combine all of the dough ingredients (except the vegetable oil) and knead on medium low speed for about 5 minutes. The dough should come together in a cohesive ball that pulls away from the sides of the bowl but is still slightly sticky. If the dough does not come together, add in more flour 1 tablespoon at a time until the dough pulls away from the sides of the bowl.
Place the dough in a large, lightly greased bowl and cover. Place the dough in the fridge and chill overnight (8-12 hours).
In the morning, remove the dough from the fridge and allow it to rise at room temperature for about 30 minutes.
When the dough is finished rising, lightly punch it down and then turn it out onto a lightly floured surface. Roll the dough into a large rectangle about ½ inch thick.
Using a 3 ½ inch round cookie cutter, cut the dough into 12 circles. If you don't quite get 12 you can re-roll the scraps and cut out more circles. If desired, you can then use the leftover scraps to make donut holes! Use a 1 inch or 1 ½ inch round cookie cutter to punch some donut holes out of the scraps. Lightly cover the donuts and let rest while the oil is heating.
Pour 2-4 cups of vegetable oil (you want it to be about 2 inches deep) into a large, heavy bottomed pot or dutch oven and heat over medium high heat until the oil reached 375°F. Place a cooling rack on top of a baking sheet and position it next to your stove.
While the oil is heating, whisk together the sugar and cinnamon and set aside.
Once the oil reaches 375°F, fry 3-4 donuts at a time for 1 minute on each side. The donuts should be a deep golden brown. Remove from the oil and place on the cooling rack to allow excess oil to drain off. I always make 1 donut first and check to make sure it's cooked through!
Repeat with the remaining donuts as well as the donut holes.
While the donuts are still warm, toss them in the cinnamon sugar! Place back on the cooling rack and allow to mostly cool to room temperature before filling.
Transfer the pumpkin cream filling to a piping bag fitted with a large bismark tip. Poke the bismark tip into the side of each donut and fill with the pumpkin custard! [It's easiest to make a hole in the side of the donut using a chopstick prior to filling.]
These donuts are best eaten the same day while they're still slightly warm!
Store unfilled pumpkin donuts at room temperature for up to 3 days and store the custard in the fridge for up to 5 days.