Preheat oven to 350°F (177°C) and lightly grease a doughnut pan or muffin tin (see note).
In a large mixing bowl, whisk the dry ingredients until fully combined. Add the wet ingredients and stir until the batter is thick and smooth.
Carefully spoon, or use a pastry bag, the filling into the individual doughnut molds, ¾ of the way full. If you don’t have a doughnut pan you can use a muffin tin. Baking time may change by a few minutes so check them at 15 minutes and as needed.
Bake for 18 to 20 minutes, or until a wooden toothpick inserted in the center comes out clean. Let cool slightly.
FOR THE CINNAMON SUGAR COATING
In a small bowl, whisk the sugar and cinnamon together and spread half of it on a plate.
Brush a layer of melted butter on the entire doughnut and roll in the cinnamon sugar until coated. Repeat with the remaining doughnuts.
Store in an airtight container for up to 4 days. You can also freeze them for up to 3 months. Reheat in a microwave for 30 seconds or a 300°F (149°C) oven for five minutes.