Preheat the oven to 350°F (175°C). Lightly grease an 8-cavity donut pan or spray with nonstick spray.
Whisk together all dry ingredients in a medium bowl: vanilla protein powder, oat flour, baking powder, cinnamon, and salt. Break up any lumps so the mixture is even.
In a separate large bowl, beat the eggs lightly. Add the Greek yogurt, almond milk, maple syrup, melted coconut oil, and vanilla extract; stir until smooth and slightly glossy.
Pour the dry mix into the wet ingredients and fold with a spatula until just combined. The batter should be thick but spoonable; if too stiff, add up to 1 more tablespoon of milk. Let the batter rest 5 minutes so the oat flour hydrates and the protein powder softens.
Transfer the batter to a piping bag or a zip-top bag with a corner snipped off. Pipe evenly into the prepared donut cavities, filling each about three-quarters full.
Bake in the preheated oven for 10–12 minutes, or until the tops spring back and a toothpick comes out mostly clean. Avoid overbaking to keep the donuts tender.
Let the donuts cool in the pan for 5 minutes, then transfer to a wire rack to cool another 8–10 minutes. Cooling slightly helps the glaze adhere without melting off.
To make the glaze, whisk the powdered sugar, milk, and maple syrup until smooth. Dip the tops of the warm (not hot) donuts into the glaze, then return to the rack to set for a few minutes.
Serve warm or at room temperature. Store leftover donuts in an airtight container in the refrigerator for up to 4 days; bring to room temperature or warm briefly before eating.