In a small bowl combine warm milk, yeast, and 1 tbsp of the sugar. Let sit for 5 minutes or until the top is foamy.
In a large bowl add in 3 cups of flour, remaining sugar, butter, salt, and eggs. Add in yeast mixture and mix to combine. Adding in remaining flour until the dough starts to pull away from the sides of the bowl.
Pour the dough onto a lightly floured surface and knead for 5-10 minutes. Adding in additional flour as needed to keep the dough from sticking to the counter or hands.
Place the kneaded dough back into the bowl and cover with plastic wrap. Allow to rise for at least 1 hour, if it is cold you may need to allow it to rise for longer.
Once the dough has doubled in size punch the dough down and roll out onto a counter until dough is about 1/2" thick.
Cut the dough into 12 circles, place onto a piece of parchment and allow to rise for another 30 minutes.
In a small bowl combine cinnamon and sugar for coating. Mix to combine.
While the dough is rising, heat your oil to 375 degrees F. Using a candy thermometer really really helps when frying donuts.
Gently drop 2-3 donuts into the pot at a time and cook for 1-2 minutes, flip and cook an additional 1-2 minutes. Remove from pot and set into cinnamon sugar mixture. Flip to coat the donuts in the mixture. Repeat with remaining donuts.
Apple Pie Mixture
Peel, core and dice the apples.
Add apples and remaining apple pie filling ingredients into a skillet. Cook over medium heat until apples are softened (about 10 minutes).
Set aside to cool. I like to do this step while the donuts are rising.
Assembly
Add cooled apple pie filling to a pastry bag with a large circular tip.
Insert pastry bag tip into each donut and squeeze as much filling as you can into each donut. Repeat with all donuts.