Mix warm milk, applesauce, and 1 tbsp sweetener. Sprinkle yeast, stir, and let sit 5–10 min until foamy.
In a large bowl, whisk flour, protein, sugar, and salt. Add yeast mixture, egg, and butter. Mix into a sticky dough.
Knead 8–10 min until smooth. Place in greased bowl, cover, and rise 1–1.5 hrs until doubled.
Make filling: cook apples with butter, brown sugar, cinnamon, and flour until thickened. Cool fully.
Punch down dough, roll ½-inch thick, cut into rounds. Place on tray, cover, rise 30 mins.
Bake at 350°F for 10–12 mins until golden but soft.
Roll apple pie donuts in cinnamon sugar. Pipe in cooled apple filling.