Preheat the oven to 350°F. Grease a donut pan well.
In a bowl, whisk together the oat flour, cocoa powder, baking powder, and salt.
In a separate bowl, whisk the eggs, milk, maple syrup, melted coconut oil, and vanilla extract until smooth.
Pour the wet ingredients into the dry ingredients and stir until just combined.
Spoon the batter into the donut pan, filling each cavity about three quarters full.
Bake for 10 to 12 minutes, or until the donuts spring back lightly when touched. Let cool for a few minutes, then transfer to a wire rack to cool completely.
Make the glaze by whisking together powdered sugar, cocoa powder, and milk until smooth.
Dip the cooled donuts into the glaze, let excess drip off, then place back on the rack until the glaze sets.