Preheat the oven to 350F. Spray a donut pan with non-stick cooking spray and set aside.
In a large bowl, whisk together the flour, baking powder, baking soda, cinnamon, nutmeg and salt. Set aside.
In a separate medium bowl, whisk together the egg, brown sugar, milk and yogurt (or sour cream) until smooth. Whisk in the melted butter and vanilla until fully combined. Pour the wet ingredients into the dry and stir until just combined. Do not overmix.
Spoon the batter into the donut pan. Per the recipes recommendation, I placed the batter into a large Ziploc bag, cut a hole at one corner and piped the batter into the donut cavities. Fill no more than 3/4 of the way full with batter.
Bake for 8-10 minutes, or until the edges are lightly browned. Let them sit in the donut pan for 2 minutes, then transfer them to a wire rack and bake the remaining batter.
To coat, place the confectioners sugar in a large Ziploc bag. Place the still warm donuts into the bag, one at a time. Seal the bag and shake to coat.
Store leftovers covered at room temperature for up to 2 days.