Spray 2 donut pans ( 6-cavity pans) with baking spray and set aside. Preheat oven to 350 F.
Sift together the flour, sugar, salt, cinnamon, nutmeg and baking powder in a large bowl. In another bowl, combine the egg, vanilla extract, milk and melted butter. Stir the wet ingredients to the dry ingredients just until everything is combined.
Spoon the batter into the donut pans until they are almost full. Bake in the preheated oven for 15-17 minutes. A toothpick inserted into the center of donuts should come out clean. The tops are just very lightly browned. Let the donut cool in the pans for 5 minutes then transfer them into a baking sheet.
Dip the Donuts in Cinnamon Sugar
Combine the cinnamon and sugar in a plate.
While slightly warm, dip the donuts in the melted butter, then dip one side of donuts in the cinnamon - sugar mixture. Serve donuts warm and store leftovers in a covered container.