Preheat the oven to 350°F (175°C) and grease a donut pan.
In a mixing bowl, combine the almond flour, protein powder, coconut sugar, baking powder, and salt.
In another bowl, whisk together the eggs, applesauce, and vanilla extract until well combined.
Pour the wet mixture into the dry ingredients and stir until just combined, then fold in the chocolate chips if using.
Spoon the batter into the greased donut pan, filling each cavity about 3/4 full.
Bake for 12-15 minutes, or until the donuts are golden and a toothpick comes out clean when inserted.
Allow the donuts to cool for a few minutes in the pan before transferring them to a wire rack.
Enjoy your protein donuts as they are or glaze with your favorite topping for an extra treat.