Follow the dry ingredient instructions for the High Protein Greek Yogurt Dough, but add the 1/4 cup of granular sweetener to the dry mix before stirring.
Add the Greek yogurt and water as instructed by the base dough recipe. Stir until a shaggy dough forms, then cover and let rest for 10-15 minutes.
Transfer the rested dough to a lightly floured surface. Knead for 1 minute until smooth, then roll out to 1/4 inch thick with a rolling pin.
Use a 2.5-inch round cutter to cut out the donuts, and an apple corer or small cap to punch out the centers. Gather scraps and re-roll to yield about 17 (50-gram) donuts.
Preheat your air fryer to 325°F (165°C). Spray the basket and air fry the donuts in a single layer for 6 to 8 minutes, flipping carefully halfway through.
While the donuts are hot, mist them lightly with cooking spray and immediately toss them in a mixture of the cinnamon and remaining sweetener until coated.