Heat oven to 350℉/177℃.
Brush donut pans with vegetable oil. Set aside.
In a medium bowl, combine flour, baking powder, salt and cinnamon. Set aside.
In a separate bowl, beat butter and sugar until light and fluffy, about 2-3 minutes.
Add egg and beat until fully incorporated.
Add flour mixture alternately with milk, beginning and ending with flour mixture.
Stir in vanilla.
Pour batter into a piping bag.
Pipe into donut pans, filling each about ½ way.
Bake for 20-25 minutes, until donuts test done.