Preheat the oven to 350°F (175°C) and grease a mini muffin tin.
In a bowl, whisk together the flour, sugar, baking powder, baking soda, salt, and pumpkin pie spice.
In another bowl, whisk together the pumpkin puree, milk, melted butter, egg, and vanilla extract.
Combine the wet and dry ingredients until just mixed.
Fill the mini muffin cups and bake for 12-15 minutes, until a toothpick comes out clean.
While still warm, toss the donut holes in cinnamon and sugar to coat.