Warm the milk in the microwave for 30 seconds. In a small bowl gently beat the eggs.In the bowl of your mixer whisk together the flour and yeast. Mix in the milk, eggs, sugar, salt, and cinnamon. Using the dough hook of your mixer mix on low speed for about two minutes or until the mixture has combined.
Using a rubber spatula scrape down the bowl then add the shortening and turn the mixer speed up to medium speed for 8 minutes.
Scrape down the sides of the bowl again and turn the speed up to high for 3 minutes or until the dough pulls away from the sides.
Place the dough in a lightly oiled bowl and cover with a towel. Allow the dough to proof for 30 minutes.
Gently fold the dough three times, cover and allow it to rest again for an additional 30 minutes.
Sprinkle flour down onto your countertop. Place the dough on the counter and roll to 1/2 inch thick. Cover the dough and let it rest for 10 minutes.
With a 3 inch round cookie cutter cut the dough into the donuts. Using a round 1-inch cookie cutter to cut the centers out of each donut.
Allow the donuts to proof for 15 minutes.
While the dough is proofing heat oil of choice for frying in a deep fryer or Dutch oven to 350 degrees. If you are using a pan or a dutch oven for frying then you wan to have 2 inches of oil in the pan.
Carefully transfer two donuts at a time into the hot oil. Fry until golden brown on the first side then flip and cook until golden brown, about 2 minutes per side.
Remove the donuts from the oil and place onto a plate lined with a paper towel.
Repeat this until all the donuts are cooked. You can also fry the little dough holes that were made from making the large donuts.