In a large bowl combine all the dry ingredients: 1 ½ cups vital wheat gluten, 1 cup all purpose or bread flour, 2 tablespoons vegan vanilla protein powder, 2 teaspoons baking powder, and ½ teaspoon baking soda.
In a separate bowl combine the wet ingredients: 1 cup high protein non-dairy milk, ½ cup Greek-style vegan yogurt, and 1 teaspoon vanilla extract. Whisk until mostly smooth.
Pour in the wet ingredients and then mix with a spoon to work into a dough ball.
Lightly dust the surface with flour and use hands to form into a smoother dough ball. You do not need to knead it, just gently push the dough together to form it into more of a firmer dough.
Cut the dough into about 5 to 6 long pieces. Roll into a long log shape.
Cut the log shape into 7-10 pieces depending on how long it is.
Roll into balls.
Spray the air fryer basket with spray oil. Then place in as many donut hole as you can, leaving room for them to rise.
Air fry at 400°F (204°C) for 7 minutes or until golden. Every air fryer works differently so your cooking times may vary.
Place into a large bowl. Optional to spray again with spray oil, then sprinkle 2 cups organic powdered sugar over top. Note: if you are not going to enjoy these all right away and will be enjoying over the course of a few days, coat them in the powdered sugar right before to ensure they stay fresh.
Shake the bowl vigorously to evenly cover the donut holes in powdered sugar. Enjoy immediately.