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Make donuts: Preheat the oven to 425°F. Spray donut pan with vegetable cooking spray.
In a large bowl, sift together flour, sugar, baking powder, nutmeg and salt.
Add buttermilk, eggs and butter. Beat until just combined.
Fill each pan cavity approximately 2/3 full.
Bake for 7-9 minutes or until the tops of the doughnuts spring back when touched. Let cool in the pan 4-5 minutes before removing. Cool completely on the cooling rack before decorating.
Make glaze: In a small bowl, stir together sugar, milk and vanilla extract until sugar is completely dissolved.
Dip donuts: Dip top of donuts into glaze. Place donuts on the cooling rack. Let set for about 10 minutes.
Make buttercream: In a large bowl, cream shortening and butter with an electric mixer.
Add cocoa and vanilla. Make sure to mix the cocoa in well to remove any lumps. Gradually add sugar, one cup at a time, beating well on medium speed. Scrape sides and bottom of bowl often.
When all sugar has been mixed in, the frosting will appear dry. Add milk and beat at medium speed until light and fluffy.
Decorate donuts: Fit a decorating bag with tip 233 and fill with chocolate frosting. Fill the donut hole with frosting.
Pipe a circle around the donut hole. Overpipe circle several times to build a nest. Place jelly beans inside the nest.
Characters or designs are often outlined first, then piped in with stars or zigzags. Outlines can also be used for facial features.
These baked cake donuts are easy to make, fluffy and delicious. Made in a donut pan, these baked donuts don't require frying.
Want to satisfy that donut craving without leaving the house? Try making your own! No need to heat up the oil, with one of these non-stick donut pans, you can bake a batch of fresh donuts in no time.