Preheat your oven to 350°F (175°C). Lightly grease a donut pan with non-stick cooking spray or butter.
In a medium bowl, whisk together the flour, baking powder, baking soda, salt, ground cinnamon, and ground nutmeg. Set aside.
In a large mixing bowl, cream together the softened butter and granulated sugar until light and fluffy, about 2-3 minutes.
Add the eggs one at a time, beating well after each addition. Mix in the vanilla extract.
Gradually add the dry ingredients to the wet mixture, alternating with the buttermilk, beginning and ending with the dry ingredients. Mix until just combined
Gently fold in the blueberries, being careful not to overmix.
Spoon the batter into a piping bag or a large ziplock bag with the corner snipped off. Pipe the batter into the prepared donut pan, filling each cavity about 2/3 full.
Bake in the preheated oven for 10-12 minutes, or until a toothpick inserted into the donuts comes out clean. Allow the donuts to cool in the pan for 5 minutes before transferring them to a wire rack to cool completely.
In a small bowl, whisk together the powdered sugar, milk, and vanilla extract until smooth. If the glaze is too thick, add a bit more milk; if it’s too thin, add more powdered sugar.
Dip the cooled donuts into the glaze, allowing any excess to drip off. Place the glazed donuts on a wire rack to set.