Preheat oven to 350º.
Spray your donut pan with cooking spray.
In a large bowl, whisk together the first seven dry ingredients, flour through sugar.
In another small bowl whisk together the melted and cooled butter, vanilla, egg yolks, and milk. Make a well in the center of dry ingredients and pour in. Mix gently.
In a separate small bowl whisk the two egg whites for about a minute or two with a fork. You are just trying to get them a bit thicker so they add some fluffiness to the doughnuts.
Add egg whites to mixture and stir just until mixed.
Transfer mixture to a Ziploc bag and cut the corner tip off. This makes it easy to pipe into the donut pan.
Fill each well ¾ full without covering the middle section. If you do, your doughnuts won't have a hole.
Cook for about 8-10 minutes.
Allow to cool completely before glazing.
For the icing simply mix the powdered sugar with the desired amount of milk. More milk will make icing runny so don't add too much at one time.
Dip doughnuts in icing and place on a rack to drip dry.
These can also be made in a mini donut maker.