In a large bowl combine the flours, baking powder, baking soda, and cinnamon, and make a well in the center. In a second bowl mix the sugar, butter and egg until incorporated and smooth. Stir in the cider, milk, and vanilla. Pour the wet ingredients into the dry and stir until smooth. Fold in the chopped apple. Cover the bowl and chill for 1 hour. Turn the dough out onto a lightly floured board and knead about 1 minute. Divide the dough in half and with a rolling pin roll it out to 3/8-inch thick. With a donut or cookie cutter cut out shapes. Repeat with the other half.

Heat canola oil to 375 degrees F. Carefully add donuts in batches of 4 or 5 to the hot oil and fry for 1 to 2 minutes per side. With a slotted spoon or spider transfer cooked donuts to drain on paper towels. Combine sugar and ground cinnamon, and before they cool, dredge the donuts in the cinnamon sugar.