Preheat the oven to 350°F. Grease a donut pan with non-stick cooking spray.
In a medium bowl, whisk together the flour, baking powder, salt, sugar and lemon zest.
In a separate bowl, whisk together the milk, melted butter, egg and vanilla.
Pour the wet ingredients into the dry ingredients and stir just until combined (do not overmix).
Spoon the batter into the prepared donut pan, filling each cavity about ¾ full.
Bake for 10-12 minutes, until the donuts are lightly golden.
Allow the donuts to cool in the pan for 5 minutes before transferring to a wire rack to cool completely.
