Prep the oven. Preheat to 350°F (175°C). Line a baking sheet with parchment or a silicone mat. Lightly mist with oil if you want extra browning.
Mix dry ingredients. In a bowl, whisk almond flour, protein powder, coconut flour, baking powder, salt, and sweetener.
Break up any lumps, especially in the protein powder and almond flour.
Whisk wet ingredients. In a separate bowl, whisk Greek yogurt, eggs, almond milk, vanilla, and melted oil until smooth. If using cottage cheese, blend it first for a creamy texture.
Combine into a dough. Add the wet mixture to the dry ingredients. Stir until a thick, slightly sticky dough forms.
If it’s too dry and crumbly, add almond milk 1 teaspoon at a time. If it’s too loose, sprinkle in 1–2 teaspoons of coconut flour.
Shape donut holes. With damp hands or a small cookie scoop, form 18–22 golf ball–size balls. Place them 1–2 inches apart on the sheet.
Bake. Bake for 10–12 minutes until set and lightly golden on the bottoms.
They should spring back to a gentle touch. Do not overbake or they’ll dry out.
Cool briefly. Let them rest on the pan for 5 minutes, then transfer to a rack. This helps them firm up while staying tender.
Finish with “cinnamon sugar.” Mix 2 tablespoons granular sweetener with 1 teaspoon cinnamon.
Lightly mist warm donut holes with avocado oil spray and roll in the mixture. For a glaze, whisk 1/3 cup powdered sweetener with 1–2 tablespoons almond milk and 1/4 teaspoon vanilla; drizzle over cooled donut holes.