In a microwave-safe bowl, whisk together the milk and beer.
Microwave the mixture in 10-second intervals until it reaches 105°F.
Pour the beer mixture into the bowl of a stand mixer. Add the yeast and stir to combine. Let it stand for 5 minutes.
Add the sugars, salt, vanilla extract, spices, egg, yolks, and pumpkin puree.
With the dough hook, mix on medium speed for 30 seconds to 1 minute, or until thoroughly combined.
Add the bread and pastry flour and mix on medium-high for 4 to 6 minutes, or until a soft, sticky dough forms.
Transfer the dough to a buttered bowl. Cover with plastic wrap and let it sit on the counter for about 1 hour, or until the dough has doubled in size.
Scrape the dough out of the bowl onto a floured surface. Flour your hands to make handling the sticky dough easier.
Knead for about 1 minute, punching it down and adding a bit more flour if it becomes too sticky.
Line baking sheets with parchment paper.
Using a floured rolling pin, roll out the dough to about 1/2 inch thick.
Cut out donut rounds with a floured 3-inch cutter. Arrange them on the prepared baking sheets, leaving 2 inches between each donut.
Re-roll the dough scraps and cut out more donuts until all the dough is used.
Punch out the center of each donut with a floured cutter, between 1/2 and 1 inch in diameter. Transfer the donut holes to another lined baking sheet.
Cover the baking sheets with plastic wrap and let the donuts rise in a warm spot for 1 hour up to 1 hour and 30 minutes.
Preheat the oven to 400°F.
Bake the 3-inch round donuts for 20 minutes, or until light golden brown. You can bake the donut holes for 10 minutes, or until golden.