In a large bowl proof the yeast by sprinkling over warm water and letting sit for 5 minutes or more. Yeast should be foamy. If it’s not foamy your yeast might be too old or your water might have been too hot and killed them.
Add milk, sugar, salt, egg, shortening, and 1.5 C flour. Mix on low. Slowly add in flour 1/2 a cup at a time until your dough starts to pull away from the sides of the mixing bowl. Knead for a few more minutes.
Turn dough out spray the bowl with spray oil and put the dough back in the bowl covered to rise. Set in a warm place until it doubles in size. You can speed up the rising process by sticking it in the oven with the light on and a bowl of warm water and the oven door closed (but not on).
Next turn the dough out onto a floured surface. For mini donuts roll the dough to about 1/4 inch thickness. For regular donuts use 1/2 inch thickness. Then cut with a donut cutter like this one.
Heat oil to 300 F and fry donuts flipping to get both sides golden. Pay attention they will fry up fast!
While they are still warm glaze and top the donuts and serve