Preheat oven to 350°F. Spray donut pan(s) with nonstick cooking spray.
Whisk flour, cocoa, soda, salt, and sugar in a medium bowl. Set aside.
Whisk the milk, egg, oil, and vanilla in a measuring cup. Whisk into dry ingredients.
Transfer the batter to a large gallon size resealable bag. Cut off one tip and pipe into prepared donut pan(s).
Bake for 7-8 minutes until a toothpick just comes out clean. Let cool in pans for about 10 minutes, then carefully remove and top with glaze or cinnamon sugar topping.
Glaze: whisk powdered sugar and cocoa, then whisk in milk and corn syrup slowly. Dip the cooled donuts upside down in the glaze and place them on a cookie sheet or flat surface, glaze side up. Sprinkle with sprinkles. Let sit for about 20 minutes for the glaze to set.
Cinnamon sugar topping: Whisk sugar and cinnamon in medium bowl. Dip donuts in melted butter, then dredge in cinnamon sugar. Once you’re done with all of them, give them a second dusting in the cinnamon sugar.
Best eaten the day they’re made, but they’ll last up to 2 days in an airtight container.