Preheat and prep: Heat oven to 350°F (175°C). Lightly grease a 6-cavity donut pan or use nonstick spray.
Mix dry ingredients: In a bowl, whisk flour, protein powder, sugar, baking powder, baking soda, salt, and cinnamon until combined.
Mix wet ingredients: In another bowl, whisk eggs, Greek yogurt, milk, oil, and vanilla until smooth.
Combine: Add wet to dry.
Stir gently with a spatula just until no dry streaks remain. Do not overmix or donuts can turn tough.
Fill the pan: Spoon or pipe batter into the donut wells, filling each about 3/4 full for a nice rise.
Bake: Bake 10–12 minutes, until donuts spring back when touched and a toothpick comes out clean.
Cool briefly: Let donuts rest in the pan 5 minutes, then turn onto a wire rack.
Make the coating: Stir sugar, cinnamon, and a pinch of salt in a shallow bowl. Melt butter in a separate bowl.
Coat: Brush each warm donut lightly with melted butter, then toss in the cinnamon sugar to coat. For less sugar, dip only one side or dust lightly.
Serve: Enjoy warm or at room temperature.
They’re best the day they’re baked but store well.