Preheat oven to 350º. Grease and flour 2 (9-inch) round cake pans.
In a large mixing bowl combine and beat with a hand held electric mixer yellow cake mix, pumpkin puree, 1/2 cup milk, 1/3 cup vegetable oil, 4 eggs and pumpkin pie spice until the batter is smooth. Divide the batter between the 2 prepared cake pans. Bake for 25 to 30 minutes or until a toothpick inserted into the center of the cake comes out clean. Let the cakes cool in their pans for 5 minutes then turn out onto a wire rack and cool completely.
For the Cream Cheese and Orange Frosting:
Cream the cream cheese and butter together with an electric mixer until smooth. Beat in the confectioner's sugar until smooth and then beat in the orange juice, zest and food coloring.
For the Fry Batter:
Whisk together flour, baking powder, salt, vanilla extract, 1 egg, 1 cup milk and 1 tablespoon vegetable oil in a large shallow bowl.
Heat the oil in a very large Dutch oven, must be at least 11-inches wide.
Dip 1 of the cake layers in the batter and gently place it in the hot oil. Fry until golden brown and crisp, about 4 minutes per side. Transfer to a paper towel lined platter to drain. Repeat with the 2nd cake layer. Let the fried cakes cool slightly and then frost the top of 1 layer. Place the 2nd layer on top of it and frost. Don't frost the sides, it will be pretty to see the layers of frosting and crispy fried cake.