Whisk all the dry ingredients together in a large bowl and then mix in the vegetable oil, milk, and egg until mixture is smooth.
In a shallow dish whisk together the sugar and cinnamon.
Place a spoon full of batter at a time into the deep fryer. Cook for about 3 minutes or until golden brown on both sides. Place donuts on paper toweling to cool, and then roll the donuts in the sugar mixture.