Preheat your oven to 350F and grease a silicone donut mold.
Add all donut batter ingredients to a bowl and loosely combine. Transfer to a food processor or blender and briefly puree until a smooth batter forms.
Pipe the batter into the donut molds and bake for 18-20 minutes, or until slightly golden on the outside. Remove from the oven and let cool.
To make the glaze, alternate adding the chocolate protein pudding and powdered sugar to the milk, mixing until a runny glaze forms. It will thicken as it sets.