Preheat oven to 350°F. Butter a donut pan and set aside.
In a medium bowl, mix flour, baking powder, salt, and spices together, and set aside.
In a large bowl, or the bowl of an electric mixer, fitted with the paddle attachment, whisk oil, brown sugar, egg, vanilla, pumpkin ad milk until combined - DO NOT OVERMIX BATTER.
Using a pastry bag, fill each donut cup with the batter. They should be fairly full but not overflowing.
Bake for 11-13 minutes, until donuts spring back when gentle pressed.
Turn donuts onto a wire rack and allow to cool for a few minutes.
While the donuts are cooling, melt the butter in one bowl, and combine the sugar and cinnamon in another.
While donuts are warm, brush each donut with butter and roll in cinnamon sugar mixture.
Serve immediately!