You can roast the sweet potato up to 3 days ahead of time and store it in the fridge until you're ready to bake these. Or use canned or jarred puree. (Recipe updated Sept 2021.)
Preheat the oven to 400 degrees F and coat a 6-cup donut pan with nonstick spray.
Add the egg, milk, butter, sweet potato, and vanilla to a medium bowl. Stir well to combine.
Stir in the rest of the ingredients and spoon into prepared donut pan, filling each full. (You'll use a heaping ¼ cup batter in each.)
Bake for 16-18 minutes or until lightly golden brown around the edges and a cake tester inserted into the center comes out clean.
Remove from oven, let sit for 2-3 minutes, then invert onto a wire rack to cool slightly.
Serve topped with a drizzle of frosting (see below in the Notes), if desired.
Notes
For the frosting: Stir together 1/4 cup plain Greek yogurt, 2 tablespoons milk, 2 tablespoons honey, 1/4 teaspoon vanilla extract, and a pinch of pumpkin pie spice until smooth in a wide bowl. Dunk one side of each donut in the frosting, then place onto a wire rack. Add sprinkles if desired. (Place a piece of parchment underneath to catch any drips.)
Store for up to 3 days in an airtight container at room temperature.