Preheat the oven to 350 degrees. Spray your doughnut pan with the baking spray generously. (Since I only have one doughnut pan, I baked them in 3 batches. This batter makes a total of 16 doughnuts.)
Using the back of a small knife, take seeds out of the vanilla bean and place it in the milk. Whisk until combined and put it in the fridge.
Sift together flour, sugar, baking powder, nutmeg,cinnamon, and salt in to a large bowl.
In a, separate, small bowl, whisk together the milk, egg, vanilla, and butter.
Stir the milk mixture into the flour mixture and mix until just combined or until there are no visible lumps.
To be able to pour it easily, pour the batter into a measuring cup with an easy-pour spout. Fill each doughnut whole until they are three-quarters full.
Bake for 16-17 minutes or until a toothpick inserted in the middle of a doughnut comes out clean.
In the mean time make the glaze: Take the vanilla seed and milk mixture out of the fridge. Place confectioners’ sugar in a small bowl. Whisking constantly, slowly pour the milk mixture over the confectioners’ sugar. Whisk until it is silky. (If you find the consistency too watery, add more confectioners’ sugar. If it is too thick, add more milk.)
Once the doughnuts are baked, let them cool, at room temperature, for 5 minutes. Place them on a wire rack and drizzle with vanilla bean glaze when they are still warm.