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.
Whisk in the milk and vanilla until combined.
Add the dry ingredients, and stir together until just until incorporated. Don't overmix.
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.
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.