In a mixing bowl, beat together cream cheese, sugar, vanilla extract, and egg yolk until smooth. Add sour cream and chill the filling.

Preheat your oven to 350°F (175°C) and grease doughnut pans.

Whisk together flour, baking powder, baking soda, fine sea salt, ground cinnamon, ground ginger, nutmeg, and ground cloves.

In another bowl, combine pumpkin puree, eggs, neutral oil, milk, and vanilla extract. Whisk until smooth.

Pour wet ingredients into dry ingredients and mix gently until just combined.

Fill each doughnut cavity with pumpkin batter, add cheesecake filling, then top with more pumpkin batter.

Bake in the oven for 12-15 minutes until a toothpick inserted comes out clean.

Let doughnuts cool for 5 minutes in the pans, then transfer to a wire rack.

Brush with melted butter and toss in a mixture of sugar and cinnamon to coat.

For optional glaze, mix powdered sugar, milk, vanilla, and cinnamon until smooth and drizzle over cooled doughnuts.