Stir together flour, salt, baking powder, cinnamon, nutmeg, and sugar.
In a separate bowl, beat eg and milk together.
Add the egg and milk mixture to the dry ingredients.
Add shortening to mixture.
Mix the dough lightly and roll it out ½ inch thick on a lightly floured board.
Cut the dough into strips approx 1 ½ inch wide.
Fry a few at a time in hot oil, 365℉, until golden brown on both sides.
Drain on a paper towel.
Roll some of the doughnuts in confectioners' sugar.
Notes
Culinarian tips, tricks, and suggestions: Doughnuts can also be cut into rings using a doughnut or biscuit cutter. Don't forget to fry the "doughnut holes"!