Sift together the flour, dry milk, baking powder, cinnamon, ginger, nutmeg and salt.
In a large bowl, cream together the shortening and sugar; then beat in the eggs.
Mix the pumpkin and vanilla.
Add the dry ingredients alternately with ginger ale, mixing well after each addition.
In a large heavy pan, heat 3 inches of oil to 375 degrees.
Drop batter 1 tablespoon at a time for each doughnut into hot oil. Cook 4-5 doughnuts at a time for about 2 minutes, turning to brown evenly. Remove with a slotted spoon and drain (paper bags work good for this).
Combine sugar and cinnamon in a paper bag and shake doughnuts in the bag to coat.
These are best served immediately, though they may be made a day ahead and reheated in a 450 degree oven for 5-6 minutes.