1. Whisk the eggs in a large bowl until light and lemon-colored. Gradually add the granulated sugar, whisking constantly until the mixture is thick and ribbony.
2. Stir in the sour cream, milk, melted butter, melted orange marmalade, and orange zest.
3. In another bowl, sift the flour, baking powder, salt, and nutmeg together. Add this to the egg mixture, and stir to combine. Do not overwork the dough. Let the dough rest in the refrigerator for 20 minutes.
4. Pour oil to a depth of 2 to 3 inches in a large heavy pot, and place it over medium-high heat. Heat it to a temperature of 370°F.
5. While the oil is heating, roll the dough out on a lightly floured surface to about ¼-inch thickness. Using a floured 2½-inch doughnut or biscuit cutter, cut it into rounds. (If you don’t have a doughnut cutter, cut out the center holes with an apple corer.) Save the holes!
6. When the oil has reached 370°F, fry the doughnuts in small batches until golden brown, turning once, 1½ minutes per side. Use a slotted spoon to remove them from the oil, and set them on paper towels to drain. Then fry the doughnut holes (they’ll take about 30 seconds per side). Watch the temperature of the oil; let it reheat between batches if necessary.
7. Sprinkle the doughnuts with confectioners’ sugar, if desired, and serve warm.