Preheat and prepare pans. Preheat the oven to 350 degrees. Spray 2 doughnut pans well with non-stick cooking spray.
Combine dry ingredients. Into a large bowl, whisk together the flour, baking powder, baking soda and salt.
Combine wet ingredients. In a small bowl, whisk together the egg, sugar, milk, melted butter, yogurt, lemon zest and vanilla.
Combine wet and dry. Stir the wet mixture into the dry ingredients until just combined. Gently fold in the blueberries.
Fill pans. Spoon the batter into the baking pans, filling each one a little more than three-quarters full. This recipe makes 8 perfect donuts. Or place batter into a piping bag (or sealable plastic bag) and pipe the donut batter into the pans but you will need to make sure to cut the opening enough so the blueberries don't get stuck.
Bake donuts. Bake for about 9-11 minutes, until a toothpick comes out clean. Allow to cool for 5 minutes, then tap the doughnuts out onto a sheet pan. Move to a cooling rack to cool completely.
Make the glaze. Whisk together the powdered sugar, lemon juice and vanilla extract. (I don't sift my sugar, but just whisk until smooth). Adjust consistency if needed. Dip each cooled donut into the glaze. Tops only.