Preheat the oven to 375°F. In a medium bowl, add the flour, cinnamon, salt, baking powder, and baking soda. Whisk together until completely combined and set aside.
In a large bowl, add the sugar and the oil. Whisk together until mixed, then add the vanilla and the eggs, one at a time. Whisk until the mix is smooth, thick, and yellow, it should only take a minute or two. Add the pumpkin puree and whisk until smooth.
Sift half of the dry ingredients into the wet ingredients and whisk to combine. Add the whole milk and whisk to combine. Finally, sift in the second half of the dry ingredients, and either gently whisk or switch to a spatula and fold in until completely smooth.
Now warning, this next part can get a bit messy. Each donut will take about 1/3-1/2 cup of batter. I found piping to be the easiest way to do it, HOWEVER, the batter is relatively thin so it will run out the end of a piping bag if you're not careful. That being said, I still think it is a better way to do it than trying to spoon it into the wells of the donut pan. I highly recommend a piping tip like this one that really helps cut down on the mess. However you decide to do it, first liberally grease your donut pan with nonstick spray. Fill the molds up, leaving ~1-4"-1/8" of space to the rim, as they will rise quite a bit. Bake the donuts for 15-20 minutes, or until browned, springy, and just starting to pull away from the edges of the pan at the rim. When done, remove from the oven and allow to cool for just a few minutes before removing them from the pan to cool completely on a wire rack.