Preheat the oven to 350°F and lightly grease the wells of a mini donut pan with coconut oil and set aside.
In a large mixing bowl, whisk together the sorghum, teff, baking powder, baking soda, salt, xanthan gum, cinnamon, and nutmeg. In a separate bowl whisk together the coconut milk, mashed banana, and vanilla.
In the bowl of an electric mixer fitted with the paddle attachment, beat together the butter and sugars on medium speed until light and fluffy, about 2 minutes. Stop the mixer and scrape down the sides of the bowl. Add the egg and beat on medium speed until combined, about 1 minute.
Reduce the speed to low and add the flour mixture in 3 additions, alternating with the coconut milk mixture and beginning and ending with the flour. Beat each addition until just blended.
Scoop a scant tablespoon of batter into each prepared well. Bake for about 8 minutes, rotating the pan halfway through, until a toothpick inserted into the donuts comes out clean. Transfer the pan to a wire rack and let cool for 5 minutes before removing the donuts to the wire rack to cool completely.
Repeat this process with the remaining batter.
Decorate the donuts
Make the icing by whisking together the powdered sugar and coconut milk until completely combined with no lumps remaining. When the donuts are completely cool dip one side of the donut into the icing until covered then dip into the chopped toasted walnuts.
If you are using a standard sized donut pan bake according to your pan's directions.