Preheat the air fryer to 350F and line the basket with parchment paper. If using the oven, preheat to 350F and line a baking sheet.
Mix all donut ingredients together until a thick, sticky dough forms.
Roll the dough into balls - it helps to wet your fingers a little first.
Place the balls in the air fryer basket and bake for 8-10 min. If using the oven, place on the baking sheet and bake for 12-15 minutes - check at the 10 minute mark!
Make the frosting glaze by combining powdered sugar and a splash of milk until you reach a glaze consistency. Add splashes of milk until desired consistency is reached.
Place the finished donut holes in a bowl and pour the glaze on top. Gently stir until evenly coated.