Preheat oven to 350 degrees. Generously grease 4 donut bar molds or 6-8 donut cavities. If using donut bar molds place the molds onto a large baking sheet. If no molds use a muffin pan and grease about 12 muffin cups half way up for mini donuts
In a large mixer bowl whisk together coconut flour, baking powder, salt, sweetener, cinnamon, and nutmeg until fully combined and no lumps are in the flour or sweetener
Add the eggs. Beat on low for 10 seconds or just until the dry ingredients are moist. Increase speed to medium. Beat on medium about 30 seconds or until fully combined
Scrape down the sides of the bowl. Add butter, vanilla, and milk. Beat on medium about 20-30 seconds or until combined and smooth
Scrape down the sides of the bowl and push everything to the center of the bowl
Divide the batter evenly among the prepared donut molds (about 7 TBS for each bar mold or 3-4 TBS for each donut cavity) If using a muffin tin only fill the muffin cups about half way full. Use a knife and smooth the tops of each donut
Bake at 350 degrees for about 17-20 minutes or until golden and a tester comes out clean. If using donut cavities check at 15 minutes. If using muffin cups check at 10 minutes
Remove from oven. They will be soft but will firm up as they cool. Allow to cool in the pan for about 30-45 minutes or until the donuts have firmed up
Once cooled gently remove from molds and transfer to a wire rack to cool completely before eating or icing