Preheat oven to 400 degrees. Spray mini donut pans with non stick cooking spray.
In a large bowl, stir together cake mix, pumpkin, cinnamon, and pumpkin pie spice, until well combined.
Spoon batter into a pastry bag and cut off the tip so you have about a ½" opening. Pipe batter into a donut pan.
Bake for about 4-6 minutes. Flip donuts onto a cooling rack. Place hot donuts into a paper bag filled with the confectioners sugar, and gently shake until donuts are well coated OR toss in cinnamon sugar until well coated. Serve warm. Best if eaten the same day.