Preheat your oven to 350°F and lightly coat your donut pan with non-stick spray.
In a mixing bowl, blend together the pumpkin, oil, eggs, and sugar. Incorporate the spices, baking powder, and salt into the mixture. Gradually add the flour, mixing until well combined.
Fill each donut cavity with approximately 3-4 tablespoons of batter. Bake for 13-15 minutes or until a toothpick inserted into the center comes out clean.
Allow the donuts to cool on a wire rack for a few minutes. While still slightly warm, dip them into the glaze.
To prepare the glaze, whisk together the powdered sugar, milk, vanilla, and spices. Heat in the microwave until warm just before dipping the donuts. After glazing, return the donuts to the rack to let the glaze set.