Preheat your oven to 350°F (175°C). Grease a mini muffin tin with cooking spray or melted butter.
In a large bowl, whisk together the flour, sugar, baking powder, baking soda, cinnamon, nutmeg, and salt.
In another bowl, whisk together the pumpkin puree, milk, egg, melted butter, and vanilla extract until well combined.
Add the wet ingredients to the dry ingredients, stirring just until combined. Be careful not to overmix.
Spoon the batter into the prepared mini muffin tin, filling each cup nearly to the top.
Bake in the preheated oven for 10-12 minutes or until a toothpick inserted into the center comes out clean.
Allow the Baked Pumpkin Donut Holes to cool in the pan for a few minutes before transferring them to a wire rack to cool completely.
Optional: Roll the cooled donut holes in cinnamon sugar for an extra touch of sweetness.
Serve and enjoy these delightful Baked Pumpkin Donut Holes, savoring the warm and comforting flavors of pumpkin and spices in each bite.