Preheat your oven to 375°F (190°C) and grease a donut pan.
In a large mixing bowl, whisk together the flour, sugar, pumpkin pie spice, cinnamon, baking powder, baking soda, and salt.
In a separate bowl, mix together the pumpkin puree, milk, eggs, melted butter, and vanilla extract.
Gradually add the wet ingredients to the dry ingredients, stirring just until combined. Be careful not to overmix, as this can result in dense donuts.
Spoon or pipe the batter into the prepared donut pan, filling each cavity about 2/3 full.
Bake for approximately 12-15 minutes or until a toothpick inserted into a donut comes out clean.
While the donuts are baking, prepare the cinnamon sugar coating by combining the granulated sugar and ground cinnamon in a shallow bowl.
Once the donuts are done, remove them from the oven and let them cool for a few minutes before removing them from the pan.
Dip each donut into the melted butter, then roll it in the cinnamon sugar mixture until coated.
Place the coated donuts on a wire rack to cool completely before serving.