Roll out the dough after the first rise so that it is about an 18 x 14 rectangle.
Brush the dough with the unsalted butter. Mix together the sugar and cinnmon and spread evenly on the dough, leaving a ½ inch border around the dough.
Roll the dough lengthwise into a log. Pinch the edges of the dough and smooth out the log as much as you can. Cut out rounds of dough about an inch thick. Allow the dough to rise as you heat up your oil.
In a deep fryer, or large cast iron skillet add your oil at least three inches deep. Heat the oil until it reaches 375 degrees F. Place paper towels on a wire rack.
Place 1 - 2 doughnuts into the oil and cook on each side for 1 - 2 minutes, or until golden brown. Place on the wire rack.
Mix together the powdered sugar and cream cheese together until well combined. Mix in the heavy cream and vanilla extract until combined and a smooth consistency.
Pour the glaze over the doughnuts and serve.
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