Add your oil to a Wok or another deep frying pan and turn your burner on to medium heat to begin heating your oil.
In a bowl, whisk together the almond flour, powdered monkfruit/erythritol sweetener, baking powder, xanthan gum, baking soda, cinnamon, nutmeg and salt, set aside.
In another larger microwavable bowl, add the shredded mozzarella and microwave in 30s increments, stirring in between until melted (mine usually takes ~1min total).
Using a spoon, mix the melted mozzarella with your whisked egg. You can also add your dry ingredients at this time.
Mix everything until a dough starts to form. Do your best to knead it together with the spoon. Once it's not overly sticky, knead it well with your hands to help the mozzarella blend in with the other ingredients. (If you are having issues with this part, please see the tips section of this post!)
You'll want to knead the dough until it no longer sticks all over your hands and it can form a nice ball shape.
Place the dough ball between two sheets of greased parchment paper and roll it out to about 1/2 inch thick.
Use a greased cup and another smaller object to cut donuts and donut holes out of the dough. (If you have round cutters or mini donut cutters then use those!)
Re-roll the scraps of your dough to make more donuts. Repeat the process until you've used up all of the dough.
Take the temperature of your oil and make sure it's in the range of 340-370*F. (I found right around 350*F was the sweet spot!) If you don't have a thermometer, take a donut hole and use it to test the oil. It should start to bubble and sizzle almost immediately and should be golden brown on one side after ~1 min.
Next start dropping donuts! I recommend doing 5-6 at a time so you don't overcrowd your pan.
Fry the donuts for about 1-2min per side or until a dark golden brown colour, flip and repeat for the other side (these donuts are quite forgiving so if you are worried they will be under-cooked, fry them for 30s longer).
Place the finished donuts on paper towel to take off some of the excess oil, then mix together your cinnamon and sweetener in a bowl and immediately toss the donuts in the mixture to coat. Set the coated donuts on a plate to cool. Repeat with the rest of the donuts and donut holes.
Serve warm and enjoy The Best Fried Keto Cinnamon Sugar Donuts! (These are great re-heated later for a quick snack!)