Preheat oven to 350°F. Grease donut pan with coconut oil or butter and set aside.
Mix all dry ingredients (protein powder, coconut flour, baking soda, pumpkin pie spice and cinnamon) together in a large mixing bowl. In a smaller bowl, combine wet ingredients (pumpkin, applesauce, eggs and vanilla) and whisk together. Add wet ingredients to the dry and whisk together until well incorporated.
Transfer batter to a large Ziploc bag - use this as a piping bag. Snip a very small hole in one of the bottom corners of the bag and evenly pipe batter into donut pan.
Bake for 10-12 minutes or until a toothpick in inserted into the donut and comes out clean. Remove pan from oven and remove donuts from pan for cooling.
Combine all ingredients in a small flat bowl which is wide enough to dip an entire donut in. Carefully pick up each of the donuts and dunk into frosting.😋