Preheat oven to 350°F (175°C) and lightly grease a standard donut pan.
In a large mixing bowl, whisk together the all-purpose flour, granulated sugar, baking powder, salt, and ground nutmeg.
In a separate bowl, combine the buttermilk, eggs, and melted butter until well incorporated.
Pour the wet ingredients into the dry ingredients and stir with a spatula until just combined; do not overmix.
Gently fold the blueberries into the batter.
Transfer the batter into a piping bag and fill each donut cavity approximately two-thirds full.
Bake for 12 to 15 minutes or until the donuts spring back when lightly touched.
Allow donuts to cool in the pan for 5 minutes before transferring to a wire cooling rack.
In a small shallow bowl, whisk together the powdered sugar, milk, and vanilla extract until a smooth glaze forms.
Dip the top of each cooled donut into the glaze and place back on the wire rack to set before serving.