Preheat oven to 350°F. Line a baking sheet with parchment paper.
In a large bowl, whisk together the almond flour, granular erythritol, and baking powder. In a separate bowl, whisk together the eggs, melted butter, sour cream, and vanilla extract until smooth.
Pour the wet ingredients into the dry ingredients and stir until a thick, uniform dough forms. Let it rest for 5 minutes so the almond flour absorbs the moisture.
Using a small cookie scoop or your hands, roll the dough into 18 to 20 balls, each about 1 inch in diameter. Place them on the prepared baking sheet about 1 inch apart. Bake for 14 to 16 minutes, until golden on the bottom and just firm to the touch.
While the donut holes bake, mix the granular erythritol and ground cinnamon together in a small bowl. Have the melted butter ready in another small bowl.
As soon as the donut holes come out of the oven, brush each one all over with the melted butter, then immediately roll in the cinnamon coating until completely covered. Serve warm.