Preheat the oven to 350°F (175°C).
In a large bowl, combine the almond flour, protein powder, sweetener, cocoa powder, and baking powder.
In another bowl, whisk together the eggs, applesauce, and vanilla extract.
Pour the wet mixture into the dry ingredients and stir until well combined.
Grease a donut pan with non-stick spray or lightly with oil.
Spoon the batter into the prepared donut pan, filling each cavity about halfway.
Bake in the preheated oven for 10-12 minutes or until a toothpick inserted comes out clean.
Allow the donuts to cool in the pan for 5 minutes, then transfer to a wire rack to cool completely.