Fill a dutch oven or heavy bottomed pot with enough neutral oil to cover 2” (5 cm). Place the oil over low heat just to get it started while the donuts are shaped and rising.
Place a wire rack over a paper towel lined baking sheet. On a separate baking sheet, cut out 15 parchment squares for the donuts.
On a lightly floured surface, roll the dough out to a rough rectangle measuring 12"x18".
Spread the cinnamon sugar filling all over the dough. From the long side, roll the dough up into a log. Use a knife to score lines every 1” to get 15 rolls. Use unflavored dental floss to cut each roll by placing the floss under the dough, wrapping around, and pulling to cut through.
Place the rolls on the parchment squares and cover with plastic wrap to rise at room temperature for about 30 minutes or until nearly room temperature, but still slightly cool to the touch. When pressed with a finger, the dough will slowly spring back.
Meanwhile, turn the heat up to medium to bring the oil 350 degrees F. Place a wire rack over a paper towel lined baking sheet.
Once the dough has proofed and the oil has come to temperature, use the parchment squares to gently lower 3-4 donuts into the hot oil. Fry the donuts for about 2 minutes on the first side, then flip over and fry for an additional 2 minutes until deeply golden.
Transfer the donuts to the wire rack. Wait a minute or so for the oil to come back up to 350 degrees F, then continue frying the donuts.
Once the donuts have cooled just enough to handle, dip them in the cream cheese glaze and enjoy!