In a medium bowl, whisk together: flour, sugar, baking powder, baking soda, pumpkin pie spice and salt.
Cut in the butter until the mixture resembles coarse sand.
Add pumpkin puree and 1/4 cup of milk. Stir until a dough starts to form. If the mixture is too dry/crumbly, add more milk in one tablespoon increments.
Transfer the dough to a lightly floured surface and knead until it's smooth.
Separate the dough into 12 equal pieces. Roll each piece of dough into a long rope shape. Press the 2 ends together to form a circle.
Preheat the air fryer to 375 F.
Place the donuts in the air fryer basket. Make sure you leave space between each donut (don't let them touch each other). Brush each donut with vegetable oil
Cook donuts in the air fryer for 8 minutes, until they are golden brown. Continue cooking in batches until you have cooked all of the dough.
Transfer the cooked donuts to a wire cooling rack and allow them to cool.
When cool, whisk the sugar and pumpkin pie spice together in a small bowl.
Brush each donut with melted butter.
Dip the donuts into the sugar mixture until well coated.
Enjoy!