Preheat your oven to 350°F and grease your donut pan with cooking spray. I like using silicone because the donuts pop out easier and don't stick.
In a large mixing bowl, whisk together the all-purpose flour, protein powder, baking powder, baking soda, and salt until well combined.
Whisk together the applesauce, Greek yogurt, honey or maple syrup, egg, vanilla extract, and milk until smooth in a medium-sized bowl.
Gradually add the wet ingredients to the dry ingredients, stirring until just combined. Do not overmix or your donuts will be tough.
Take 1/4 of the batter and place in separate bowl, leaving 3/4 of the vanilla batter aside.
In a small bowl, mix the cocoa powder, milk, and honey or maple syrup until smooth and add the mixture to the bowl with 1/4 of the batter you set aside. Make sure the chocolate is mixed in well.
Using a pastry bag, pipe or a spoon and place the vanilla batter into the bottom and then place drop tsp of chocolate batter on top, filling each cup about 3/4 of the way up. Don't fill all the way or donuts will bake over the edge of the muffin tin.
Use a toothpick or skewer to gently swirl the batter in each mold, creating a marble effect.
Place the donut pans in the preheated oven and bake for 10-12 minutes, or until a toothpick inserted into the center of a donut comes out clean.
Cool: Allow the donuts to cool in the pan for a few minutes, then transfer them to a wire rack to cool completely.
Melt white chocolate chips in the microwave at 30-second increments until smooth, stirring in between, then drizzle over the top of each donut.