Step 1: Preheat your oven to 350°F (175°C).
Step 2: Lightly grease your donut pan with oil or cooking spray.
Step 3: In a large mixing bowl, whisk together the egg, milk, Greek yogurt, oil, and vanilla extract until smooth.
Step 4: In another bowl, combine the whole wheat flour, brown sugar, baking powder, baking soda, sea salt, and cinnamon. Mix well.
Step 5: Gradually add the dry ingredients to the wet mixture, stirring gently until just combined.
Step 6: Spoon the batter into the prepared donut pan, filling each cavity about two-thirds full.
Step 7: Place the donut pan in the preheated oven and bake for 10-12 minutes.
Step 8: Remove the donuts from the oven and let them cool in the pan for about 5 minutes.
Step 9: Prepare the glaze by combining powdered sugar, cocoa powder, milk, vanilla, and a pinch of salt in a bowl.
Step 10: Once the donuts are cool, dip the tops into the glaze and add your favorite toppings.