Preheat oven to 350°F. Lightly spray your donut pans with oil. Set aside.
Chop apples into fine pieces. Pea gravel size. They need to be small so that they bake soft in the short baking time. You will have roughly 2 cups of apples. Set aside.
In a large mixing bowl whisk together the flour, sugar, baking powder, salt, cinnamon, and pumpkin pie spice. In a separate bowl mix together the milk, apple sauce, and melted butter.
Fold the wet ingredients into the dry ingredients until mostly combined. Add in the apple pieces and fold until no dry ingredients can be seen and the apples are well incorporated.
Divide the batter evenly between 12 donut molds. The batter should come roughly right to the tray top and potentially a little mounded.
Bake on the middle rack for 15-17 minutes. The donuts should looked lightly browned and not wet. Test for doneness with a toothpick by inserting into a donut. If it comes out clean then they are done. Bake for 2 minutes more if needed.
Remove pans from oven and place on a wire cooling rack. Allow to cool in the pans for 5 minutes. Remove donuts from pan and transfer to a wire cooling rack to fully cool before adding the glaze/frosting. Eat and enjoy!