Preheat your oven to 350ºF and spray your donut pan with cooking spray.
In a large bowl whisk together the spice cake mix, egg, canola oil, and canned pumpkin. Spoon the mixture into the donut pan and bake until golden brown, about 10-12 minutes.
To Make The Glaze
Whisk the powdered sugar and cocoa powder together. Whisk in the melted butter, vanilla, and milk until a smooth. Dip each donut in the glaze and place on a wire rack to harden.
Notes
Let the glaze set for about 10 minutes before serving.
Let the donuts cool in the pan 5 minutes before removing.