Preheat oven to 350 degrees and spray your donut pans with non-stick 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, eggs, and milk. Make a well in the center of dry ingredients and pour in. Mix gently.
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 10-12 minutes.
Allow to cool completely before glazing.