Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper or a silicone baking mat.
In a large mixing bowl, whisk together the vanilla protein powder, oat flour, baking powder, sea salt, and 0.5 teaspoon of the ground cinnamon.
Add the non-fat Greek yogurt, egg white, and vanilla extract to the dry ingredients, stirring until a thick, uniform dough forms.
Using slightly damp hands to prevent sticking, scoop approximately 1 tablespoon of dough at a time and roll into small, smooth balls.
Arrange the donut holes on the prepared baking sheet, leaving about an inch of space between each one.
Bake for 10 to 12 minutes, or until the donut holes are firm to the touch and slightly golden on the bottom.
While the donut holes bake, combine the granulated monk fruit sweetener and the remaining 0.5 teaspoon of cinnamon in a small shallow bowl.
Remove the donut holes from the oven and, while still warm, lightly mist them with a tiny bit of water or cooking spray so the coating adheres.
Roll each donut hole in the cinnamon-sweetener mixture until evenly coated and serve immediately.