Preheat your oven to 350°F (175°C).

In a mixing bowl, whisk together the flour, sugar, baking powder, cinnamon, nutmeg, ginger, and salt until well combined.

In another bowl, mix together the pumpkin puree, egg, and buttermilk until smooth and well combined.

Pour the wet ingredients into the dry ingredients and mix until just combined. Be careful not to over mix.

Spray a doughnut pan with non-stick cooking spray.

Fill each doughnut cavity about halfway with the batter.

Bake the doughnuts in the preheated oven for 10-12 minutes, or until a toothpick inserted comes out clean.

While the doughnuts are baking, prepare the cheesecake filling by beating the cream cheese, powdered sugar, and vanilla until smooth.

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

Once cooled, use a piping bag to fill each doughnut with the cheesecake mixture.

For an extra touch, dust the filled doughnuts with the remaining powdered sugar or a sprinkle of pumpkin spice before serving.