Preheat your oven to 350°F (175°C) and grease a donut pan with cooking spray.
In a large bowl, mix the almond flour, protein powder, coconut flour, baking soda, baking powder, salt, and cinnamon until well combined.
In another bowl, whisk together the applesauce, honey (or maple syrup), eggs, and almond milk until smooth. Gradually add the wet ingredients to the dry ingredients, stirring until just combined. If desired, fold in the dark chocolate chips.
Pour the batter into the prepared donut pan, filling each cavity about 2/3 full. Bake for 15-18 minutes or until a toothpick inserted into the center comes out clean.
Allow the donuts to cool in the pan for 5 minutes before transferring them to a wire rack to cool completely.