Preheat oven to 350 degrees and spray the donut baking pan with non-stick cooking spray.
In a large mixing bowl, add the cake mix, applesauce, apple pie spice, and cinnamon. Mix until you have a smooth batter.
Fill each donut slot on the pan with batter. This can be done by spooning the batter into the donut wells or pour the batter in a large Ziploc storage bag and snip a very small corner off of the bag and squeeze the batter into the wells.
Bake the donuts for 10-12 minutes. If you press your finger down onto the top of the donut and it bounces back up they are done. You can also check for doneness with a toothpick.
Once your donuts are done baking, remove the pan from the oven and let them cool a little. When you have completely cooled off donuts then you can coat them with the cinnamon sugar mix.
If you choose to dip the donuts in the melted butter before coating them you would dip them first and then go to the next step.
In a Ziploc storage bag, add your granulated sugar and ground cinnamon. Place a donut in the bag and gently shake to coat. If you try coating more than one donut at a time or shake too hard you could cause the donuts to crumble.