Preheat the oven to 350ºF and grease 6 wells of a donut pan very well.
In a medium bowl, whisk together the coconut flour, sweetener, protein powder, baking powder, and salt.
Stir in the eggs, butter, lemon zest, lemon juice, lemon extract and vanilla extract until well combined. If the batter is very thick, add water a little bit at a time to thin it out a bit.
Divide the batter among the wells of the donut pan. Bake about 15 minutes, until the donuts are set and firm to the touch. Remove and let cool in the pan for 10 minutes, then flip out onto a wire rack to cool completely.
In a small bowl, whisk together the powdered sweetener, heavy cream, and enough lemon juice to achieve a drizzling consistency. Dip the donuts in the glaze or drizzle overtop.
