What we've seen of Donut Joe is just a cover of a long story.
Skills, gadgets and a few mares later he's made his name as professional secret agent Mane, Con Mane. His career takes a grinding halt after some of the horrors he's seen throughout his life and quits. Now, living by his cutie mark as a baker, Joe tries to come to terms with his past and let it go.
A new threat has been made against Equestria, and Joe must return to his other life, face his inner demons and complete his final mission.