Preheat your oven to 350°F (175°C) and grease your donut pan lightly with cooking spray.
In a large mixing bowl, combine the pumpkin puree, brown sugar, and eggs. Whisk until smooth and well integrated.
Pour in the milk and mix gently until combined. Make sure not to overmix.
In a separate bowl, whisk together the flour, baking soda, baking powder, cinnamon, nutmeg, and salt. Make sure there are no lumps.
Gradually add the dry ingredients to the wet mixture, folding gently until just combined. Do not overmix!
Using a spoon or piping bag, fill each donut mold about ¾ full.
Place the donut pan in the oven and bake for about 15-18 minutes, or until a toothpick inserted into a donut comes out clean.
Remove the donuts from the oven and let them cool in the pan for 5 minutes before transferring them to a wire rack to cool completely.
For an extra treat, drizzle with a simple glaze made of powdered sugar and milk while the donuts are still slightly warm.