Preheat your oven to 350°F (175°C) and grease a donut pan with non-stick spray or lightly oil it.
In a large mixing bowl, combine the whole wheat pastry flour, baking powder, baking soda, salt, cinnamon, and nutmeg. Whisk until well combined.
In another bowl, mix together the unsweetened applesauce, maple syrup or sugar-free syrup, milk or almond milk, melted coconut oil, and vanilla extract until smooth.
Gradually add the wet ingredients to the dry ingredients, stirring until just combined. Be careful not to overmix; a few lumps are okay.
Spoon the batter into the prepared donut pan, filling each cavity about two-thirds full. Use a spatula to smooth the tops if necessary.
Bake in the preheated oven for 10-12 minutes, or until a toothpick inserted into the center comes out clean.
Allow the donuts to cool in the pan for about 5 minutes before transferring them to a wire rack to cool completely.
For the glaze, combine 2-3 tablespoons of milk or almond milk, powdered erythritol or monk fruit sweetener, and ½ teaspoon of vanilla extract in a small bowl. Whisk until smooth. Add sugar-free chocolate chips if desired.
Dip the tops of the cooled donuts into the glaze, then sprinkle with cinnamon-erythritol mixture or chopped nuts if you like.
Serve immediately, or store in an airtight container at room temperature for up to 2 days.