In a large bowl, add flour, yeast, salt, 1/4 cup sugar, and whisk.
Mix in eggs and butter. Add water and mix until it forms a dough.
Flour work surface and your hands, then turn dough out. Knead dough for about 10 minutes until smooth and elastic.
Place dough in a lightly oiled bowl and cover tightly with plastic wrap and a towel. Keep in a warm place for about an hour, or until it doubles in size.
While dough rises, whisk raw sugar, cinnamon, nutmeg, and gold sugar, for sanding the donuts later. Set aside.
Turn the dough out onto the floured surface and using a floured rolling pin, roll until about 1/4” thick*.
Using a 3.25” biscuit cutter, cut out donuts and place onto a flour-lined baking pan about an inch apart. Let rise for an additional 20 minutes.
Make the chocolate filling by heating the cream in a small saucepan until there are little bubbles around the edges, about 2-3 minutes. Whisk in the cinnamon and chili powder. Add the chocolate, stirring constantly until melted and well blended. Whisk in the vanilla and butter. Remove from heat and let cool.
In a heavy-bottomed pot, heat about 3-4” of oil to between 350°-370°. Gently place a few donuts into the oil. After a minute, gently turn them. They should be golden brown. After about another minute, transfer to a wire rack. Repeat until completed. Dip each donut into the sanding sugar, coating evenly.
Using a straw or chopstick, pierce a hole in the side of each donut, about halfway in. Pipe in the chocolate filling - you’ll feel it fill. Serve.
