Preheat your oven to 350 f. Lightly spray two silicone mini muffin pans with non-stick cooking spray.
In a large bowl, whisk together oat flour, baking powder, pumpkin pie spice, nutmeg, and sea salt.
In a second bowl, whisk together your pumpkin puree, honey, egg, milk, oil, and vanilla; whisk until well combined.
Add the wet ingredients to the dry ingredients and stir until just combined.
Evenly divide your donut batter between the cups of your muffin pan.
Bake for about 12 minutes, or until lightly golden on top and a wooden toothpick inserted into the donut hole comes out clean.
Meanwhile, place the shredded coconut into a grinder or high speed blender and pulse until it resembles powdered sugar.
Transfer to a shallow plate and whisk in the cinnamon.
Once your donuts are done, allow to cool on a rack for a few minutes.
Take each donut hole and roll in the cinnamon mixture to evenly coat.
Serve immediately and enjoy!