Baked Buttermilk Donuts

Step 1
Preheat the oven to 375 degrees F (190 degrees C). Adjust an oven rack to the upper-middle position. Spray a donut pan with cooking spray.

Step 2
Sift flour, sugar, cornstarch, baking powder, nutmeg, and salt together in a large mixing bowl.

Step 3
Whisk buttermilk, eggs, baking soda, and vanilla extract together in a smaller bowl.

Step 4
Pour melted and cooled shortening into flour mixture and stir until absorbed. Add buttermilk mixture and mix well. Let batter rest for 10 to 15 minutes.

Step 5
Pour a scant tablespoon of batter into the well of each donut cup in the prepared pan. Use the back of a spoon to distribute batter evenly across the bottom of each; you won't use up all of the batter in this batch.

Step 6
Bake in the preheated oven on the upper-middle rack until golden brown, 12 to 15 minutes. Remove from the oven; let cool in the pan for 2 to 3 minutes before removing onto a wire rack.

Step 7
Place powdered sugar into a small paper bag. Toss warm donuts in powdered sugar to coat.

Step 8
Spray the donut pan with cooking spray again. Spoon batter in tablespoonfuls into the hot pan for the next batch.

Step 9
Bake donuts in the preheated oven on the upper-middle rack until golden brown, 12 to 15 minutes. Let cool for 2 to 3 minutes before removing from the pan and tossing in powdered sugar.