Preheat oven to 350 and grease a donut pan (or more than one if you have it).
In a large bowl mix together cake mix, pumpkin puree, and pumpkin pie spice. Transfer mixture to a large zip-lock bag, press the excess air out, and seal.
Snip one bottom corner of the bag off (about 1/2 inch from the corner) and pipe the batter into your prepared donut pan. Bake for 12-14 minutes. Allow to cool for about 5-10 minutes in the pan before transferring to a cooling rack.
For the cinnamon-sugar coating, simply whisk together cinnamon and sugar, and toss slightly cooled donuts in the mixture to coat.
For the glaze, cream together cream cheese, powdered sugar, extract, and milk. Warm it in the microwave for a few seconds to make it thin and runny. Dip cooled donuts in glaze. Sprinkle with cinnamon and sugar if desired. Allow to cool completely.