Except for blueberries, combine all ingredients and mix well.
Fold in blueberries.
Spray your donut pan with non-stick cooking spray. If using a silicone pan, set it on a cookie sheet for stability.
Pour or spoon batter into the donut cavities.
Bake for 22-24 minutes, or just until firm and a toothpick comes out clean. Don't overbake!
Let cool and remove from pan. (Turn them over for more of a bagel look.)
Enjoy! Store in the refrigerator.
A note about substitutions: because different types of protein bake very differently, I would only recommend whey protein powder in this recipe. Also note that whey concentrates tend to bake up softer than whey isolates.