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Combine the warm milk, butter and egg with the starter in a mixer bowl. With the mixer running, add sugar, spices, salt and 2.5 cups of the flour. Mix until it forms a thick batter.
Switch to the dough hook and add the remaining flour (amount of flour may vary based on the hydration of your starter). The dough will start out quite sticky. Knead on medium low speed for 15 minutes (speed 2 on my stand mixer) until the dough clings to the hook and clears the sides of the bowl.
Scrape the dough into a lightly floured surface and knead into a smooth ball. Place the dough into a lightly oiled bowl, turning once to coat the dough. Cover and set the dough aside at room temperature for fermentation.
After 1 hour uncover the bowl, lift one edge of the dough over into the middle of the dough. Repeat with the other three sides of the dough then flip the dough over. Cover the bowl and set aside.
Every hour for another 2-3 hours repeat the folding as described above. After 3-4 hours of fermentation the dough should be lively, elastic and airy. If the dough is still sluggish give it another hour or two at room temperature. Cover and refrigerate overnight.
Remove the dough from the refrigerator. While the dough is still cold, without kneading, roll to 1/2" thick on a lightly floured surface.
Use a 4" round cutter to cut donuts. Use a 1.5" cutter to cut center hole. Line the donuts on a well-oiled, parchment or silpat lined baking sheet, leaving space between the donuts for the dough to rise (I used 2 baking sheets). Reroll the scraps of dough and continue cutting donuts until all the dough is used up. Brush the tops of the donuts lightly with oil.
Cover the sheet pans with plastic wrap and set aside to rise. The donuts are ready when you poke the dough and the dent slowly fills in. If the dough bounces right back it's not quite ready. This rise should take about 1 1/2 hours. The time will vary based on the temperature of the room.
Meanwhile, heat 2 quarts of oil to 350F° in a large heavy pot. Fry the donuts a couple at a time, about 2-3 minutes per side, until golden brown and puffy.
As you take each donut out of the oil, immediately roll in the cinnamon sugar to coat the entire donut. Set on a cooling rack while you fry the rest of the donuts.
Best eaten warm or within a couple of hours of frying.