In a medium bowl, stir together the cornstarch, protein, coconut sugar, oat flour, baking powder and salt.
Make a well in the center and crack in the egg, along with the egg yolk, yogurt, ghee and applesauce. Whisk the egg with a fork, and then mix everything together until you have a really sticky dough. Cover and refrigerate at least two hours.
One chilled, heat your oven to 325 degrees and generously rub a donut pan with melted ghee.
Fill a piping bag with the chilled donut mixture and pipe into the donut pan, filling just under 2/3 of the way full. You will need to do this in 2 batches if you only have 1 pan. Keep the remaining dough chilled in the fridge.
Bake until a toothpick inserted in the center comes out clean, about 14 minutes. Let stand in the pan 5 minutes.
In a shallow plate, mix together the protein powder and cinnamon, adjusting the amount of cinnamon to taste.
After 5 minutes, gently remove the donuts from the pan and immediately place them into the protein powder mixture, tossing them gently until totally coated.