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Preheat oven to 425 degrees and grease a 6-count donut pan liberally with baking spray.
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In a large bowl, sift flour, sugar, baking powder, nutmeg, and salt together. Stir in lemon zest.
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In a second bowl, whisk egg, buttermilk, lemon juice and vanilla extract together.
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Make a well in the center of the dry ingredients and add in the wet ingredients. Gently mix the batter until combined.
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Add in melted butter and mix until combined.
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Spoon the batter into the donut pan, evenly distributing the batter between the 6 donut cavities.
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Bake for 10-12 minutes, or until the donuts are lightly golden and 'spring' back when touched.
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Allow to cool for 10-15 minutes.