Preheat oven to 350 F. Spray a small (6 count) donut pan with cooking spray. I use a non stick pan but still give the pan a light spray to ensure easy removal of the donuts after baking.
Crack egg into bowl and beat until smooth. Combine egg with canola oil, sugar, pumpkin, milk, cinnamon , baking powder and salt and beat until well combined. Add the all-purpose flour and stir until just combined.
Using a spoon fill the wells of the small donut pan; distributing the batter evenly between the 6 donuts. Bake donuts 13 - 15 minutes, or until a toothpick inserted comes out clean
Remove from oven, let cool for 5 minutes, then remove donuts from pan.
While the donuts are cooling, melt butter in one bowl and combine the sugar and cinnamon in another. When donuts are still hot, dip each donut into the melted butter then dip the donut into the cinnamon sugar. Repeat this process until all donuts have been covered.
Let cool slightly and dig in!
These donuts are best eaten the day they are made.