Preheat the oven to 350°F (175°C) and grease a donut pan.
In a large mixing bowl, combine the almond flour, protein powder, coconut sugar, baking powder, and salt.
In a separate bowl, whisk together the eggs, applesauce, and vanilla extract.
Pour the wet ingredients into the dry ingredients and stir until just combined.
Spoon the batter into the donut pan, filling each cavity about halfway.
Bake in the preheated oven for 15-18 minutes or until a toothpick inserted comes out clean.
Let the donuts cool in the pan for 5 minutes, then transfer to a wire rack.
Enjoy plain or top with your favorite glaze or toppings.