Preheat your oven to 350°F. Grab a non-stick donut pan (the standard size with six cavities) and a mini muffin pan for those tiny, delightful bites. Lightly spray them with a cooking spray or grease them well, setting them aside for now. This ensures effortless removal of the donuts later.

In a large mixing bowl, add the egg and granulated sugar. Whisk these together exuberantly until they are well-combined and slightly frothy. Next, introduce the Greek yogurt, vegetable oil, lemon zest, and both the lemon and vanilla extracts. The yogurt is crucial here; it provides moisture and helps the donuts rise.

In another bowl, whisk together the flour, baking powder, baking soda, salt, and nutmeg. Gently add this mixture to your wet ingredients. Using a spatula or wooden spoon, fold everything together until just combined. Avoid overmixing; a few lumps are okay. This step is vital for keeping the donuts tender.

Carefully transfer your donut batter into the prepared pans. You can use a spoon, but if you’re feeling fancy, toss it in a large zip-top bag, snip a corner off, and pipe the batter in. Fill each cavity about three-quarters full. For the mini muffins, I recommend using a 2-tablespoon cookie scoop for consistent sizes.

Pop the pans into the oven and bake for about 13 to 16 minutes. The donuts should look set and spring back when lightly touched. For reference, my batch needed 15 minutes for the donuts and about 14 for the mini muffins. Remember, every oven is a little different, so keep an eye on them.

Once they’re done, pull them from the oven and let the donuts cool in the pans for about 5 minutes. After that, carefully transfer them to a wire rack to cool completely, which prevents sogginess while you make the glaze.

In a small mixing bowl, combine the confectioners’ sugar and gradually drizzle the lemon juice. Whisk vigorously until the mixture is smooth. You might need to adjust the sugar or lemon juice slightly depending on how thick or runny you prefer your glaze.

Dunk the top of each donut (or mini donut) into the glaze as they cool. Let the excess drip off and then place them back on the wire rack or a plate, allowing the glaze to set just a bit before diving in.