Preheat the oven to 350º F (180º C). Spray the donut pan with oil.
For the donuts, combine the flour, sugar, spice, baking soda, and salt in a medium bowl. Add the remaining ingredients and whisk until just combined.
Place the dough in a gallon-sized storage bag (or decorating bag with a large tip). Fill the bag with dough and pipe around each donut well, until it's about 3/4 full.
Bake 8-10 minutes, or until the donuts spring back when lightly pressed. Remove from the oven and let the donuts cool in the pan for 5 minutes before removing them. Place on a cooling rack.
Meanwhile, combine sugar and apple spice in a resealable bag. Add several warm donuts to the tag and toss to coat. Repeat with the remaining donuts.