Preheat the oven to 180 C/350 F. Grease a 12-count donut pan with cooking spray and set aside.: As you warm the oven you'll notice a dry, warming scent build in the kitchen, which signals the appliance is steady and ready. Setting the pan aside after greasing prevents sticky sides and promotes clean release, which preserves the donut shape. If the oven is cooler than expected, donuts sink in the center, so an oven thermometer is helpful. A common misstep is skipping pan prep, which causes tearing when unmolding, so be generous with spray or lightly oil the cavity edges.
In a large mixing bowl, add your dry ingredients and mix well. Then, add your wet ingredients, and mix until a thick batter remains. If it is too thick, add extra milk.: Start by whisking the dry mixture until the cocoa and protein powder are evenly distributed, leaving a uniform dark tone and no streaks. When you combine wet ingredients, you'll hear a quiet swoosh and see the batter transform from grainy to glossy, thick but pourable. This stage determines crumb tenderness, so avoid overmixing which tightens gluten and causes chewiness. If the batter feels stiff, add milk a tablespoon at a time; batter that is too loose will collapse during bake, so err toward slightly thicker consistency.
Transfer your batter into a ziplock bag. Cut one corner of it and distribute the batter evenly amongst the donut holes. Bake for 13-15 minutes, or until a skewer comes out clean.: Piping batter this way gives you control and creates neat donut rings. As donuts go into the oven you may smell chocolate begin to bloom and edges will set before centers, a subtle visual cue that the bake is progressing. Listen for a barely audible settling noise as steam leaves the donut, and watch for a slight rise and a matte surface. Inserting a skewer should return with a few moist crumbs but not wet batter. A common error is over filling which yields overflow, so fill just to the brim of each cavity.
Let the donuts cool in the pan for 10 minutes, before carefully transferring to a wire rack to cool completely. Once cooled, glaze them.: Cooling in the pan helps the structure relax so the donuts keep their shape when you remove them. After about 10 minutes you should feel the donuts firm but still warm, releasing light steam. Moving them to a wire rack lets air circulate and prevents sogginess underneath. If you glaze too soon, the topping will slide off, so be patient until the surface is room temperature. A common mistake is forcing removal immediately, which causes breakage, so use a small offset spatula to ease them out if necessary.
To make the glaze, combine the powdered sugar substitute with cocoa powder. Slowly add the milk until thick and glossy. Dip each donut in the glaze then place them on a wire rack for the glaze to firm up.: Whisk the powdered base and cocoa until the mix is free of lumps and smells faintly of toasted cocoa. Adding milk incrementally changes the texture from dust to silk, and the glossy shine indicates proper hydration. When you dip, you should hear a soft, wet slide and see an even coating that clings then drains gently. Place glazed donuts on a rack so excess can drip away, preventing puddles and ensuring a thin, shiny finish. If you overthin the glaze it will run off, so stop once it coats the back of a spoon and leaves a slow ribbon.
