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 and nutmeg. 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.
For the glaze, simply whisk the glaze ingredients together in a large bowl. Dip each donut into the glaze while they are still warm, coating both sides. Place the glazed donuts on a wire rack, with either a baking tray or some wax or parchment paper underneath to catch excess drips. The glaze will set and harden within 20 minutes or so. For a really thick coating, double up the glaze ingredients and double dip each donut once they have all been dipped once.
Store any leftovers covered, at room temperature, for up to 2 days.