Preheat the oven to 400 degrees. Spray a donut pan with baking spray.
In a large mixing bowl add the flour, baking powder, pumpkin pie spice, cinnamon, and salt and mix until combined.
In a medium bowl cream together the butter and brown sugar.
Add in the eggs and vanilla and mix well.
Add the pumpkin and milk and mix well to combine.
Pour the wet ingredients into the dry ingredients and mix until a thick batter forms.
Place the batter in a zip top bag and snip off the end. Pipe the batter into the donut pan filling the pan 3/4 of the way full. Make sure you pipe it in because the batter will hold its shape.
Bake for 8-12 minutes or until the donut springs back when touched. Remove from oven and let cool 5 minutes then transfer to a wire rack.
To make the glaze melt the chocolate in the microwave with the oil in 20 second intervals, stirring well after each interval until the chocolate is melted and smooth.
Dip the donuts into the chocolate glaze and top with sprinkles. Let the donuts sit for 15 minutes until the chocolate hardens. Store in an air tight container for up to 2 days.