Preheat oven to 375 degrees Fahrenheit (190 degrees Celsius). Lightly spray two mini donut pans with cooking spray, and set aside.
In a large bowl, combine the sugar, egg, melted butter, buttermilk, sour cream, lemon zest, and vanilla. Gently mix with a spatula until combined.
In a separate mixing bowl, whisk together the cake flour, baking powder, baking soda, cinnamon, nutmeg, and salt. Slowly incorporate the dry ingredients into the wet ingredients, being careful not to create large clumps (I poured and stirred about six times). Stir until combined; do not overmix.
Once the batter has come together, place it into a large Ziploc bag or a pastry bag fitted with a large circular tip. If using the Ziploc bag, cut one corner and pipe it into the prepared pans.
Bake for 8-10 minutes, then remove from the oven. Cool in the pans for 3-4 minutes. Pour the powdered sugar into a large Ziploc bag and toss in one pan of donettes at a time. Shake until thoroughly coated with powdered sugar coating. Remove, set aside, and repeat with the remaining pan of donettes. Enjoy immediately.
Notes
STORE cooled Powdered Donuts in an airtight container at room temperature for up to 2 days.For longer storage, FREEZE in a single layer, then transfer to a freezer-safe bag for up to 2 months. To thaw, let the donuts sit at room temperature for about 30 minutes. REHEAT in a 300°F (150°C) oven for 5-7 minutes for a fresh taste.