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Heat oil in a deep-fryer to 375 degrees F (190 degrees C).
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Sift together flour, sugar, baking powder, salt, cinnamon, and nutmeg in a large bowl.
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Mix in butter until crumbly.
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Stir in Five Farms Irish Cream Liqueur and egg until smooth.
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Knead lightly, then turn out onto a lightly floured surface.
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Roll or pat to 1/4-inch thickness.
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Cut with a doughnut cutter, or use two round biscuit cutters of different sizes.
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Lay doughnuts in hot oil, a few at a time. (Do not overcrowd the pan, or oil may overflow. Fry, turning once, until golden, about 3 minutes.)
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Drain on paper towels.