1. Mix together all dry ingredients in a bowl and set aside.
2. In a stand mixer, using a paddle attachment on medium speed, combine shortening and sugar. Add egg yolks and beat until smooth and fluffy. Mix in vanilla, buttermilk and cider. Add dry mixture, slowly, until ingredients are incorporated and form a slightly sticky dough.
3. Once combined, remove the bowl from the stand mixer, cover and refrigerate for 15 minutes.
4. After dough has cooled, roll it out on a lightly floured surface to about ½-inch thick. Using donut cutters, cut out donuts. Re-roll any leftover dough to cut additional donuts.
5. In a large saucepan, heat oil to 360ºF using a candy thermometer. Fry donuts in heated oil in small batches until golden brown. Transfer to a drying rack before glazing or sugaring.