Preheat the oven to 350°F and coat a mini donut pan with baker's spray to prevent sticking.
Sift together the flour, baking soda, salt, and nutmeg.
Whisk the sour cream, granulated sugar, oil, vanilla, and egg in a separate bowl until well blended.
Combine the wet and dry ingredients using a wooden spoon until thoroughly mixed.
Transfer the batter into a pastry bag or resealable plastic bag and snip a small opening in one corner.
Pipe the mixture into the prepared donut pan, filling each cavity one-half to two-thirds full.
Bake the donuts for 8 minutes or until they are cooked through.
Cool the donuts in the pan for 5 minutes before transferring them to a wire rack.
Prepare the glaze by whisking powdered sugar with milk, adding one tablespoon at a time until it reaches a pourable consistency.
Place a tray under the cooling rack to catch drips and spoon the glaze over the donuts.