In a bowl, combine flour, baking powder, salt, cinnamon and sugar. In another bowl, combine egg, pumpkin, milk, vanilla and oil. Mix the ingredients together and stir until just combine. Do not over-mix or the donuts will be tough. Spoon the batter into a zip-top bag. Snip the corner off and squeeze the batter into a donut pan that has been sprayed with non-stick spray.
Bake for 8 minutes at 350 degrees.
Remove and allow to cool slightly before dipping in Caramel Glaze that has been warmed.