Preheat oven to 375 degrees F.
Spray a donut hole pan with non stick cooking spray.
In a large bowl, stir together egg, pumpkin puree, milk, butter, and vanilla.
Stir in flour, cinnamon, nutmeg, sugar, and baking powder until just combined.
Fold in chocolate chips.
Fill each donut hole cavity ~2/3 of the way full.
Bake for 12 minutes. Turn over, bake for 3 more minutes.
Serve with butter, syrup, or powdered sugar if desired.