In a blender, combine the sugar, eggs, vegetable oil, buttermilk, lemon juice, and vanilla.

In a large mixing bowl, sift 2 cups of flour with baking powder, baking soda, salt, and nutmeg.

Using a hand mixer, blend the wet and dry ingredients together until a sticky dough forms.

Gradually add the remaining 2 cups of flour to the dough until it becomes stiff and pliable.

Cover dough and place in refrigerator to chill up to 30 minutes.

Remove dough from refrigerator and pat down and out with floured hands until round and approximately 1" thick.

Cut out doughnuts with cutter and set aside on floured board.

Once doughnuts are cut, let rest while you prepare the vegetable shortening for frying.

Add shortening to a large frying pot and heat until 375 degrees.

Gently place doughnuts in hot grease. Once they go into the grease, they will sink, then float up to the top, with the hot oil bubbling around them.

Cook for approximately 2 minutes per side, until golden brown.

Be sure oil does not get too cool or too hot. Temperature should be maintained at 375 degrees.

Remove fried doughnuts from hot grease and transfer to a paper towel lined cookie sheet.

Let any excess oil drain from doughnut and cool at least 5 minutes before handling.