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