Preheat your oven to 350°F (175°C). Generously grease a 6-cavity donut pan with nonstick spray or butter, making sure to coat every crevice to prevent sticking.

In a large mixing bowl, whisk together the flour, sugar, baking powder, salt, and nutmeg until evenly distributed with no lumps.

In a separate medium bowl, whisk the milk, eggs, melted butter, and vanilla extract until smooth and fully combined.

Pour the wet ingredients into the dry ingredients and gently fold with a rubber spatula just until no dry streaks remain. Do not overmix — the batter should be slightly thick and a few small lumps are fine.

Transfer the batter to a piping bag or large ziplock bag with one corner snipped off. Pipe batter into each donut cavity, filling only about 2/3 full to allow room for rising.

Bake for 10-12 minutes, until the donuts spring back when lightly touched and the tops are pale golden. A toothpick inserted into the donut should come out clean or with just a few moist crumbs.

Let the donuts cool in the pan for 3 minutes, then carefully turn them out onto a wire rack. While still warm, brush each donut all over with melted butter, then roll in the cinnamon sugar mixture until fully coated.

Once the donuts are cool enough to handle but still slightly warm, transfer the Nutella to a piping bag fitted with a long thin tip or a squeeze bottle. Insert the tip into the side of each donut and gently squeeze to fill the center with about 1-2 tablespoons of Nutella until you feel slight resistance.

Serve immediately while the Nutella is still warm and melty, or let them cool completely if you prefer a firmer filling. Repeat with remaining batter if making multiple batches.