Preheat the oven to 325 degrees. Lightly grease a donut pan.
In a large bowl, whisk together the flour, sugar, baking powder, nutmeg, cinnamon, and salt.
In a small bowl, stir together the butter milk, egg, vanilla and oil.
Add the wet ingredients to the dry and stir with a wooden spoon until fully incorporated.
Fold in the blueberries, trying not to break them up too much.
Fill the donut pan and bake for 10-12 minutes or until lightly browned and cooked through.
Remove from the oven and cool in the pan for a few minutes before transferring to a wire rack.
Sift the powdered sugar (I usually just whisk it really good to break up any clumps) and place in a small bowl.
Stir in the milk and vanilla until fully combined.
When the donuts are cool, dunk the tops of the donuts in the glaze.
Return the donuts to the wire rack for 5 minutes to let the glaze set.