Preheat oven to 350°F. Coat a doughnut pan with cooking spray.
Combine bananas, egg, applesauce and vanilla in a large bowl. Combine flours, baking powder, cinnamon and salt in a separate bowl; stir into banana mixture.
Spoon 1/3 cup batter into each cup of doughnut pan. Bake 12 minutes, or until a toothpick inserted in center comes out clean. Cool on a wire rack.
Prepare cream cheese glaze in a shallow bowl: Mix together cream cheese and sugar; stir in milk.
Dip tops of cooled doughnuts in glaze, and set on a wire rack. Sprinkle each with 1 teaspoon walnuts.
161 calories with 1 TBS glaze and nuts.