Preheat your oven to 350°F and lightly grease a non-stick donut pan with avocado oil spray.
In a large mixing bowl, whisk together the nonfat Greek yogurt, egg, and vanilla extract until the mixture is completely smooth.
Add the oat flour, vanilla protein powder, baking powder, sea salt, and half of the ground cinnamon to the wet ingredients, stirring until just combined.
Transfer the batter into a piping bag or a large zip-top bag with the corner snipped off, then pipe the batter evenly into the donut cavities.
Bake for 10 to 12 minutes, or until the donuts are springy to the touch and a toothpick inserted comes out clean.
While the donuts cool slightly, combine the coconut sugar and the remaining half of the ground cinnamon in a small shallow bowl.
Remove the warm donuts from the pan, lightly mist them with a touch of water or oil spray, and toss each donut in the cinnamon sugar mixture until well coated.