Preheat the oven to 350°F. Spray a mini donut pan with baker's spray (or your donuts will stick).
Sift flour, baking soda, salt, and nutmeg.
In a separate bowl, blend sour cream, granulated sugar, oil, vanilla, and egg.
Combine wet and dry ingredients with a wooden spoon until well blended.
Use a ladle or large spoon to fill a ziplock (or pastry bag) with the mixture. Snip a small opening in the corner of the bag.
Twist the top of the bag so nothing comes out and pipe the mixture into the greased mini donut pan. Fill only ½ to ⅔ full.
Bake the donuts for 8 minutes or until cooked through.
Let donuts sit in the pan for about 5 minutes then remove donuts and put them on a cooling rack.
While the donuts are cooling, you can make the glaze. Combine the powdered sugar and milk. Start with 2 tablespoons of milk and add the 1 extra tablespoon at a time if the glaze is not yet at a pourable consistency.
Leave the donuts on the wire rack and put a tray underneath to catch the glaze drips. Spoon the glaze over the donuts.