Preheat oven to 350º F. Spray donut hole pan with cooking spray.
Whisk the flour, cocoa powder, soda, baking powder, salt and sugar in a large bowl.
In another small bowl whisk the remaining ingredients.
Add wet ingredients to dry and mix gently.
Fill each donut hole ¾ full.
Bake for about 8-10 minutes.
Let cool.
Roll in powdered sugar.
For Filling:
Using a stand mixer, beat butter, shortening and salt for a minute.
Add sugar one cup at a time and mix well.
Add jelly and vanilla, mix.
Add food coloring a little bit at a time until you get desired color.
Put filling into a piping bag and fill donut holes.