Move your oven rack to the middle position and preheat the oven to 350°F. In a large bowl, mix the room-temperature egg, blood orange-fused olive oil, sour cream, pure vanilla extract, and granulated sugar until well combined.
In a separate bowl, whisk together the baking soda, all-purpose flour, salt, and ground cinnamon. Next, use a spatula or large spoon to gently combine the wet and dry ingredients. Mix only until the flour streaks disappear. Over-mixing develops gluten, which results in tough, dense donut holes.
Use a small cookie scoop or tablespoon to add about 1 tablespoon of the batter into each mini muffin cup. Bake for approximately 10–12 minutes or until the donuts are lightly golden in color and the tops are slightly springy when gently touched.
Allow the donuts to cool in the pan for 5 minutes, then transfer them to a wire rack to cool slightly more (they should be easy to handle). While they are cooling, prepare the cinnamon-sugar coating: melt the butter in a small bowl, and combine the remaining cinnamon and sugar in another bowl. Dip each donut hole first in the melted butter and then immediately roll it in the cinnamon-sugar coating. Place on a serving platter and repeat. Enjoy with a cup of coffee, tea, or a cold glass of milk!