Prep your tools: Preheat the oven to 350°F (175°C) if using a mini donut pan. Lightly grease the pan with melted butter or nonstick spray. If using a donut maker, preheat according to the manufacturer’s instructions.

Mix dry ingredients: In a medium bowl, whisk the flour, sugar, baking powder, baking soda, salt, and nutmeg until well combined. This prevents clumps and distributes the leaveners evenly.

Combine wet ingredients: In a separate bowl, whisk the milk, egg, melted butter, and vanilla until smooth. Make sure the butter isn’t hot, or it may scramble the egg.

Make the batter: Pour the wet ingredients into the dry ingredients. Stir gently with a spatula just until no dry streaks remain. Do not overmix; a few small lumps are fine.

Fill the pan: Transfer the batter to a piping bag or a zip-top bag and snip a small corner. Pipe the batter into the donut wells, filling each about two-thirds full to allow room for rising.

Bake: Bake for 8–10 minutes, or until the donuts spring back when lightly pressed and a toothpick comes out clean. In a donut maker, follow the device’s timing, usually 3–5 minutes.

Cool briefly: Let the donuts cool in the pan for 2 minutes, then transfer to a cooling rack. This helps them set without steaming and getting soggy.

Coat with cinnamon-sugar (option 1): Stir together the sugar and cinnamon in a shallow bowl. Brush warm donuts lightly with melted butter, then toss in the mixture to coat. Work in small batches for even coverage.

Glaze (option 2): Whisk the powdered sugar, milk, and vanilla until smooth. Dip each cooled donut halfway into the glaze, let excess drip off, and set on a rack. Add sprinkles while the glaze is still wet.

Serve: Arrange on a platter. For parties, offer both cinnamon-sugar and glazed versions so guests can choose their favorite.