Preheat the oven to 350ºF.
Prepare the donut pans with a generous amount of cooking spray (my preference), butter (best flavor), or shortening. Dust with cocoa powder. If using butter or shortening, turn the pan upside down over the sink and tap gently to knock any excess cocoa loose. (If you do this with cooking spray, it will run out into the sink and make a big mess.)
In a medium bowl, whisk together the flour, baking powder, baking soda, and salt. Set aside.
In a larger bowl, whisk eggs to break and distribute yolks. Add the melted butter a little at a time, whisking constantly, until incorporated. (If you add the hot butter quickly, it might cook the beaten eggs.) Add packed brown sugar. Only after these are well combined, add cocoa powder and whisk until blended.
Working slowly, alternate adding the dry ingredients and buttermilk to the wet, approximately ⅓ each time, and mix with a wide spatula until just combined.
Fold in ½ cup chopped candy with the spatula until just distributed.
Spoon batter into the wells of the donut pan, approximately ¼ cup per well, filling the wells only halfway as the batter will rise in the oven.
Bake for 12 minutes or until a cake tester or toothpick comes out with just a few crumbs. Cool in the pans for 5 minutes.
Unmold donuts and place in a single layer on a cooling rack. If you have prepared the pan well, the donuts should fall right out when you turn the pan over.
Cool completely before frosting. You can't frost a hot donut because the frosting will melt, run all over, an make a giant mess.