Preheat your oven to 450ºF (232ºC) and weigh out all of your ingredients, bringing the buttermilk and egg to room temperature.
Place the sugar and melted butter in a large bowl and combine smooth with a whisk.
Add the egg, oil and vanilla and whisk until combined.
In a separate medium bowl, add the flour, baking powder, baking soda, nutmeg and salt. Mix to gently combine.
Add half the dry mixture into the wet mixture, whisk gently until some of the flour remains, then add all the buttermilk, mix a little, and add the rest of the flour. Mix until just combined, do not over mix. The batter will be very wet and there will be a few lumps.
Transfer the batter to a piping bag or a plastic bag with a corner cut off. (You can also just use a spoon and smooth out the tops.)
Grease the donut tray with cake goop or your favorite pan release, and fill each cavity 1/2 to 3/4 of the way full of batter.
Bake at 450ºF (232ºC) for 7-9 minutes. When the tops are firm and bounce back when you touch them, they're done.
Cool the donuts in the pan for 5 minutes, then flip them out onto a wire rack to cool completely. Make sure to not glaze while warm.