Preheat the oven to 350. Lightly spray a doughnut pan with cooking spray.

In a large bowl, mix together all the dry ingredients except the powdered sugar (flour, baking powder, baking soda, salt, sugar and pumpkin pie spice). Add the cold butter and combine using your hands, breaking up the chunks of butter with your fingers until there are no large visible chunks and the mixture feels like sand. Set aside.

In a small bowl, beat the egg and then add the Greek yogurt. In a small saucepan, bring the milk to a simmer and then pour it into the bowl with the egg and yogurt. Add wet ingredients to the dry ingredients and stir to combine. Put dough into a pastry bag or plastic bag with the tip cut off and pipe into the prepared doughnut pan. Bake for 13-15 minutes.