Preheat oven to 375°F
Mix flour, sugar, baking powder, salt, and nutmeg in a bowl
In another bowl, whisk together egg, buttermilk, melted butter, and vanilla extract
Combine wet and dry ingredients until just mixed
Transfer batter to a piping bag and pipe into greased donut pan
Bake for 8-10 minutes until golden brown
Cool slightly, then coat with cinnamon sugar or dust with powdered sugar