Preheat the oven to 375 degrees F and thoroughly grease two 6-cavity donut pans.
Whisk the all-purpose flour, cocoa powder, granulated sugar, baking powder, baking soda, and fine salt in a large bowl.
Whisk the yogurt, whole milk, melted butter, and vanilla extract in a separate bowl. Fold the wet mixture into the dry ingredients just until smooth.
Transfer the batter to a piping bag or a sturdy food storage bag with one corner opened. Pipe the batter into the donut cavities, filling each about three-quarters full.
Bake for 10 to 12 minutes, until the donuts spring back when lightly pressed. Cool in the pans for 5 minutes, then transfer them to a cooling rack.
Whisk the powdered sugar, whole milk, and vanilla extract until a thick, smooth glaze forms. Dip the tops of the fully cooled donuts into the glaze.
Scatter the chocolate sprinkles over the wet glaze. Let the donuts stand for 20 minutes so the glaze can set.