Preheat oven to 375°F
Grease donut pans with non-stick cooking spray or butter (not the melted butter).
Sift the flour, cocoa powder, baking powder, and salt into a mixing bowl.
In another bowl, whisk together the egg, milk, sugar, melted butter, vegetable oil, and vanilla extract.
Add the wet to the dry and mix until just combined. Over-mixing will over-work the gluten in the flour.
Add the batter to a piping bag and pipe into the donut pans, filling each donut about 3/4ths full to allow for expansion while cooking.
Bake for 15 minutes, or until a toothpick inserted comes out clean.
Allow the donuts to cool for about 5 minutes, then tap gently to remove onto cooling rack.