
Happy National Donut Day! These Baked Cookies & Cream Donuts taste like the decadent treat that they are with a few tweaks to make them a little more wholesome and a little less indulgent than your average donut. I added protein (of course) and reduced the sugar and fat content while preserving that winning cookies & cream flavor. The cream cheese frosting and crushed Oreo’s on top are still a must though ;).

Ingredients and Substitutions
Here’s what you’ll need to create these Baked Cookies & Cream Donuts:
- Flour – The recipe calls for white whole wheat flour for a more nutritious option, but AP flour will work fine.
- Protein powder – Use a mix of whey and casein protein powder for best results! I originally made this recipe with whey alone, but the texture of the donuts is better with both.
- Light brown sugar – I like the extra flavor that brown sugar brings to the party, plus it tends to make baked goods that are softer and chewier than regular granulated sugar. You could sub it out in a pinch if needed, but it will change the texture slightly.
- Cocoa powder – I recommend using 2 types of dutch cocoa to get that Oreo-like color with plenty of cocoa flavor. Dutch cocoa is less bitter than regular and packs tons of chocolate flavor – it’s my favorite for baking. Black dutch cocoa brings the color, but I don’t recommend using all black dutch cocoa since it has less chocolate flavor.
- Instant coffee (or espresso) – Don’t skip it! The coffee really helps bring out the depth of the chocolate flavor in these donuts.
- Baking powder and soda – I recommend both for optimal lift and rise on these baked donuts. You could skip the baking soda and use more baking powder if that’s all you have.
- Milk – Whatever neutral tasting milk you have is fine here.
- Greek yogurt – Brings a bit of tanginess that you didn’t know you needed, plus it’s a healthier way to use less butter in this recipe while still making for tender donuts!
- Butter – Even with the Greek yogurt, a little butter goes a long way towards tender baked donuts.
For the frosting, you’ll also need:
- Powdered sugar – I haven’t tried this out with those 1:1 powdered sugar substitutes, so can’t say for sure how they’ll work in this recipe.
- Cream cheese – Be sure to soften it to room temp to avoid clumps in the frosting. Whipped cream cheese is also a great option that doesn’t need to be softened ahead of time.
- Milk – Again, whatever neutral tasting milk you have on hand.
- Oreos – You could skip these if you prefer, but how cute do they make the donuts look?!

Here’s what mine looked like before they went to the oven. I also tried these out in the air fryer using mini-silicone donut molds. They turned out awesome! They rise like crazy in the air fryer, so be careful not to overfill the molds if you go that route. I included air fryer directions in the recipe notes.

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Baked Cookies ‘n Cream Donuts
Ingredients
Donuts
- 3/4 cup King Arthur White Whole Wheat Flour, (90 grams)
- 1 scoop PEScience Select Protein Powder, Whey and Casein Blend, Cookies & Cream flavor, (34 grams)
- 3 tbsp light brown sugar, (36 grams)
- 3 tbsp dutch cocoa powder, (18 grams)
- 2 tsp instant coffee
- 1/2 tsp baking powder
- 1/2 tsp baking soda
- 1/4 tsp salt
- 1/4 cup unsweetened vanilla almond milk, (2 fl oz)
- 1/4 cup Dannon Light and Fit Vanilla Greek Yogurt, (2 fl oz)
- 1 egg
- 2 tbsp unsalted butter, melted, (1 oz)
Frosting
- 1 cup powdered sugar, (120 grams)
- 1 oz cream cheese, softened at room temp, (31 grams)
- 2 tsp unsweetened vanilla almond milk
- 3 Oreos, crushed
Instructions
- Pre-heat oven to 350°F.
- Mix all dry donut ingredients, then add wet ingredients and mix until just combined.
- Scoop donut batter into a piping bag or Ziploc bag and cut off the tip of the bag so you get about a 3/4" opening. Pipe the batter into a silicone donut mold, filling the mold about 3/4 of the way to the top.
- Bake for 18 minutes or until a toothpick inserted into the thickest part of the donut comes out clean. Remove donuts from the silicone mold and place on a cooling rack.
- While the donuts bake, prepare the frosting. Whisk softened cream cheese, powdered sugar, and milk (start with just 1 tsp milk and add more if needed) until smooth. The frosting should still be thick enough that it holds some of its form as you remove the fork (or whisk) from it – it shouldn't be runny and glaze-like.
- After the donuts have cooled, dip them into the frosting. You may need to help this process along with a spatula. Sprinkle crushed Oreos on top of wet frosting. Allow the frosting to set up for 30 minutes to an hour – you can speed it along by putting the donuts in the refrigerator.
Tips & Tricks
Nutrition Information


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