Preheat and prep. Heat the oven to 350°F (175°C) or preheat an air fryer to 320°F (160°C). Line a small baking sheet with parchment or lightly spray the air fryer basket.

Mix dry ingredients. In a bowl, whisk 1/2 cup protein powder, 1/2 cup white whole wheat or oat flour, 1 1/2 teaspoons baking powder, 1/4 cup granulated zero-calorie sweetener, and a pinch of salt. Break up any clumps so the batter stays smooth.

Combine wet ingredients. In a separate bowl, stir together 1/2 cup plain nonfat Greek yogurt, 1/3 cup unsweetened applesauce, 1 egg white (or 1 whole egg for richer texture), and 1 teaspoon vanilla extract until creamy.

Make the batter. Add the wet mixture to the dry. Stir gently until just combined. The batter should be thick and scoopable—similar to cookie dough. If it’s too dry, add 1–2 teaspoons of milk or water. If it’s too sticky, dust with a teaspoon of flour.

Shape the donut holes. Use a small cookie scoop or spoon to portion 16 even mounds. Lightly wet your hands and roll into balls about 1 to 1 1/4 inches wide. Place on the lined sheet or in the air fryer basket, leaving a little space.

Bake or air fry. Bake for 8–10 minutes (oven) or air fry for 6–8 minutes. They’re done when puffed, lightly golden, and a toothpick comes out clean. Don’t overbake—protein treats can dry quickly.

Mix the coating. In a shallow bowl, combine 2–3 tablespoons granulated zero-calorie sweetener with 1–2 teaspoons cinnamon. Adjust to taste.

Coat the donut holes. While warm, lightly brush with a tiny bit of melted light butter or mist with oil. Roll in the cinnamon-sweet mixture until well coated.

Let them set. Cool for 5–10 minutes so the coating adheres and the texture sets. Enjoy warm or at room temp.