Preheat the oven to 350 degrees F.
Spray either an 8 x 8-inch baking dish or 1 quart baking dish with nonstick cooking spray.
Add donut chunks to dish; pour melted butter over top and lightly mix.
Mix together eggs, milk, sugar, cinnamon and vanilla; pour on top of donuts.
Allow donuts to soak up wet mixture for 5 minutes, making sure all donut chunks have soaked up some of the milk mixture.
Cover with foil and bake for 25 minutes. Remove foil and cook for an additional 25 minutes.
Let cool for 5 minutes before serving.
