First, let's make the doughnut dough! Combine yeast, warm milk and two teaspoons sugar in a large bowl of a stand mixer and stir to dissolve. Wait 10 minutes, the mixture should get foamy. If it doesn't, the water is the wrong temperature or your yeast is dead. Try again!
Then add 3 cups flour and remaining sugar. Add eggs one at a time and mix with the paddle until it starts to comes together. Then add salt and combine.
With the mixer on low, add the butter, a little at a time, mixing until it’s all incorporated into the dough. Then, mix on medium speed with the dough hook for about 5-10 minutes until dough is smooth and shiny, adding flour as necessary.
Then, knead on a floured surface for 5 minutes until slightly tacky but not sticky, adding flour as needed.
Place the dough in a large bowl, cover and let rise in a warm place until doubled in size, about 2 hours. You can also slow rise in the refrigerator overnight. Bring to room temperature before using.
While your dough it rising, make your filling by whipping together cream cheese, sour cream, green onions and lox until combined and whipped. Set aside in the refrigerator.
When the dough has doubled, punch it down and place on a lightly floured surface. Roll the dough out to ¾ inch thick and cut out doughnuts using a 3-inch round cutter. Make more doughnuts with the scraps. Place doughnuts on parchment paper lined cookie sheets about 1 inch apart. Cover loosely with plastic wrap or a towel and let rise in a warm place until they puff up, about 1 hour. At this point, you can refrigerate them for up to 2 hours if it’s not time to fry. Bring to room temperature before frying.
When ready to fry, heat 2 inches of oil in a heavy-bottomed pot until it reaches 350 degrees F. Working in batches to fry the sufganiyot; be careful not to overcrowd the pot. Fry for 1-2 minutes per side, until golden. Sprinkle immediately with everything bagel spice and let cool on cooling rack.
Place cream cheese mixture in a pastry bag with a round tip for easy filling.
When the sufganiyot are cool enough to touch, poke a hole in the top using the tip of the pastry bag. Fill using cream cheese mixture and eat up!!