In a small saucepan, heat oil 1-2 inches deep over medium high heat until 375 degrees.
Line a large plate with paper towels and set aside.
Mix 1 cup of sugar and 4 teaspoons of pumpkin pie spice for coating in a small bowl and set aside.
Meanwhile mix flour, sugar, baking powder, pumpkin pie spice and salt in a large mixing bowl.
Add egg, butter, pumpkin and milk and stir until combined.
Roll dough into 1 inch balls. (If batter is too sticky add a tablespoon of flour at a time until you can roll it-up to 1/4 cup.)
Fry doughnut holes 5-6 at a time until golden brown on each side.
Remove doughnut holes from oil with a spider strainer or slotted spoon and place immediately in sugar mixture to coat.
Remove to paper towel lined plate.
Notes
These taste amazing fresh but if they last long enough that you need to store them keep them in an airtight container in the refrigerator for up to 3 days for the best taste!