Grease a standard sized 6-well donut pan with nonstick cooking spray. I like to use baking spray with flour. Set aside.
In a large bowl, whisk together the egg and oil until combined.
2 tablespoons neutral oil like canola, 1 large egg
Whisk in the milk and vanilla until combined.
½ cup milk, ½ teaspoon vanilla extract
Add the dry ingredients, and stir together until just until incorporated. Don't overmix.
1 cup all-purpose flour¹, ⅓ cup granulated sugar, 1 teaspoon baking powder, ½ teaspoon salt
Divide the batter between the prepared wells, filling each about 3/4 full.
Bake for 8-12 minutes, or until the donut springs back when lightly pressed.
While the donuts are baking, stir sugar and cinnamon in a shallow dish.
¼ cup granulated sugar, 1 teaspoon ground cinnamon
Let cool in the pan 5 minutes.
Dip the warm donuts in cinnamon sugar.
Notes
Be sure to properly measure the flour by sifting or stirring it, spooning it into the measuring cup, and then leveling it. Too much flour will give you a heavy, dense donut.