Whisk flour, baking powder, salt, and sugar in a large bowl.

Add the heavy whipping cream and milk and stir with a wooden spoon or spatula until the dough comes together. It will be a gooey dough.

Scoop 1 tablespoon balls of dough with a cookie scoop. You can scoop these direct into the hot oil (see next step) or place on a baking sheet lined with parchment or wax paper and chill until oil is ready.

Bring oil to 350°F in a 3Q saucepan. It’s important to use a thermometer to tell the temperature of the oil. Place a cookie sheet lined with paper towels near the pan.

Fry 3-4 donut holes at a time (depending on the diameter of your pan). Don’t overcrowd or the oil temperature will drop too much. Monitor the oil temperature and turn the heat down on the burner if it continues rising too far above 350°F. Fry each donut hole for approximately 3-5 minutes. They will turn dark golden brown. Be sure to flip them halfway through frying.

Remove from oil with a slotted spoon and place on paper towel lined baking sheet. Let cool slightly before rolling in cinnamon sugar or glazing.