Whisk together the egg, sugar, vanilla, butter, and milk in a bowl. Set aside.
In a separate bowl, whisk together the flour, baking powder, and ground cloves.
Combine the wet and the dry ingredients and stir to form a sticky dough.
Cover the bowl tightly and chill in the refrigerator for 1 hour.
Roll out the dough to ½–¾ inches and cut out donuts with round cutters (use 1 big and 1 small cutter to make traditional ring donuts).
Heat a deep sauté pan (like this pan from Le Creuset) half-filled with oil to 350 ºF (175 °C). Prepare a sheet pan with a wire rack set over it. Line with a little paper towel.
Fry the donuts, 3 or 4 at a time until golden brown, then flip and continue frying until the colour is fairly even.
Transfer the fried donuts to the prepared rack and let them cool slightly before tossing in cinnamon sugar to coat. Note that if you want to glaze the donuts, you would skip the sugar coating.
Maple glaze (optional)
Whisk together the icing sugar, maple syrup, and a splash of milk to form a thick glaze.
Dip the donuts on one size and twist to coat the surface. Then flip over and place back on the wire rack so that the glaze sets. Repeat with the other donuts.