In a large bowl, whisk together the peanut butter cookie mix and baking soda. Add the egg, butter, and yogurt and stir until combined.

Transfer batter to a large plastic zip-top bag. Cut the tip off of one of the bottom corners and fill each donut reservoir about halfway.

Bake in the oven for 7-8 minutes, or until donuts spring back when lightly touched. Allow donuts to cool in donut pan for 3 minutes before transferring to a wire rack to cool completely.

In the bowl of a stand mixer fitted with the paddle attachment, cream the butter and peanut butter together until light and fluffy. Stir in the vanilla.

Add the powdered sugar, a 1/2 cup at a time, mixing between each addition. Add the oats and continue mixing just until combined. Add milk, a tablespoon at a time, until creamy.

Frost each donut and top with mini chips and M&Ms. Donuts will stay fresh sealed in an airtight container at room temperature for up to one week.