We propose and study various realizations of a Hofstadter-Hubbard model on a cylinder geometry with fermionic cold atoms in optical lattices. The cylindrical optical lattice is created by copropagating Laguerre-Gauss beams, i.e., light beams carrying orbital angular momentum. By strong focusing of the light beams we create a real-space optical lattice in the form of rings, which are offset in energy. A second set of Laguerre-Gauss beams then induces a Raman-hopping between these rings, imprinting phases corresponding to a synthetic magnetic field (artificial gauge field). In addition, by rotating the lattice potential, we achieve a slowly varying flux through the hole of the cylinder, which allows us to probe the Hall response of the system as a realization of Laughlin's thought experiment. We study how in the presence of interactions fractional quantum Hall physics could be observed in this setup.