Prep the pan. Heat oven to 350°F (175°C). Lightly grease a standard donut pan or mist with cooking spray.
Mix wet ingredients. In a large bowl, whisk yogurt, eggs, milk, oil, vanilla, and sweetener until smooth.
No lumps of yogurt should remain.
Whisk dry ingredients. In a separate bowl, combine flour, protein powder, baking powder, baking soda, salt, and any spices. Break up clumps of protein powder with a whisk or sift if needed.
Combine gently. Add dry ingredients to wet. Stir with a spatula until just combined. Do not overmix; a few small streaks are fine.
Fill the pan. Spoon or pipe batter into the donut wells, filling each about 3/4 full.
If using chocolate chips or nuts, fold them in before filling.
Bake. Bake 10–12 minutes, or until donuts spring back when lightly pressed and a toothpick comes out clean or with a few moist crumbs.
Cool. Let donuts rest in the pan for 5 minutes, then transfer to a rack. Cool fully if glazing.
Finish. Enjoy plain, dust with cinnamon, or glaze lightly. For a simple glaze, whisk 1/2 cup powdered sugar (or powdered sweetener) with 1–2 tablespoons milk and a splash of vanilla.
Dip cooled donuts and set on a rack to firm.