Preheat your oven to 350°F (175°C). Lightly grease your donut pan cavities.

In a large mixing bowl, whisk together the whole wheat pastry flour, protein powder, granulated erythritol, baking powder, baking soda, salt, cinnamon, and nutmeg.

In a separate small bowl, combine the lightly beaten egg, unsweetened applesauce, almond milk, melted coconut oil, and vanilla extract. Whisk until smooth.

Pour the wet ingredients into the dry ingredients and gently fold until just combined.

Spoon or pipe the batter into the prepared donut pan cavities, filling each about two-thirds full.

Bake for 10-12 minutes, or until golden brown.

While the donuts are baking, prepare the coating by combining erythritol and ground cinnamon in a small bowl.

Once baked, cool the donuts in the pan for 5 minutes before transferring to a wire rack.

Brush each donut with melted coconut oil, then dredge in the cinnamon sugar mixture.