Get out and measure all of your ingredients.
In a large mixing bowl, sift to combine flour, cocoa powder, pudding mix, baking powder, and baking soda.
Make sure mixture is blended.
In a separate bowl, whisk vanilla extract, yogurt, eggs, cream, and melted butter.
Whisk until blended.
Combine the two bowls and stir with a wooden spoon or spatula to form a smooth dough.
Knead the dough with your hands and form into a large ball.
Lightly flour a cutting board or smooth work surface. Roll the dough out to ½” thickness.
Use a 2 inch cookie or biscuit cutter to cut rounds into the dough.
Roll dough rounds into balls using your palms.Repeat this step with the dough scraps.
Preheat the air fryer to 370 degrees for 5 minutes.
Lightly spray the air fryer basket with non-stick cooking spray. Arrange the donut holes in a single layer on the basket, leave room between the donuts so they do not stick, about ½”.
Spray donuts with canola oil and cook for 5 minutes. Stop halfway through and spray donuts again, this helps prevent cracking.