Preheat your oven to 350°F. Grease a donut pan with cooking spray or oil.
In a mixing bowl, combine the self-rising flour and Greek yogurt. If desired, add the vanilla extract for extra flavor.
Mix until a dough forms. If the dough is too sticky, add a little more flour until it is manageable.
Scoop the dough into a piping bag or a zip-top bag with the corner snipped off. Pipe the dough into the prepared donut pan, filling each mold about halfway.
Bake in the preheated oven for 10-12 minutes, or until the donuts are lightly golden and a toothpick inserted comes out clean.
Let the donuts cool in the pan for 5 minutes before transferring them to a wire rack to cool completely.