Preheat oven to 350°F /180°C (160° fan-assisted) and lightly spray your donut pan with cooking spray.
Cream the butter and both sugars together until light and fluffy. You can use a stand mixer with a paddle attachment, an electric mixer, or do it by hand.
Add eggs, one at a time and mix until combined.
Add the pumpkin puree and vanilla, mix until totally combined. If the mixture looks curdled after adding the pumpkin, don't panic, it will smooth out once the flour is added
Sift all the dry ingredients into a bowl and mix together.
Put half the dry ingredients mixture into the donut batter and stir in slowly until completely combined.
Pour in the vegetable oil and milk and stir until totally incorporated.
Add the remaining flour and mix until totally combined, making sure to scrape down the sides of the bowl.
Put the batter into a piping bag and pipe in rings into the donut pan, filling each cavity to about ⅔ full.If you don't have a piping bag you can just use a ziplock bag, or spoon the batter into the pan.
Bake for 12-15 minutes, until the donuts are golden brown and spring back slightly when you press on them.
Make the Maple Cream Cheese Glaze
Cream the butter and cream cheese together until completely smooth.
Sift in the powdered sugar and add the vanilla and maple syrup.
Mix everything together until you have a smooth glaze. You can add more powdered sugar for a thicker glaze, or a splash of milk for a thinner glaze.
Dip the donuts into the glaze and shake off any excess, then lay them on a rack to set for 5 minutes.
*Optional* Sprinkle with some chopped pecans to decorate
Notes
Make sure the butter, cream cheese, and eggs are all room temperature before beginning. If using fresh or homemade pumpkin puree instead of canned, make sure you use paper towels to blot away some of the excess moisture as it contains a lot more liquid than canned pumpkin puree.