Heat the oven and prepare your tin. Set the oven to 180°C fan or 200°C conventional and let it come fully up to temperature, which takes about fifteen minutes. Grease a 24-hole mini muffin tin generously with butter or a neutral oil, paying attention to the corners where the batter likes to cling. If you only own a standard muffin tin, you can still make this work — just fill the wells one-third full and add two minutes to the bake time.

Whisk the dry ingredients. In a large mixing bowl, combine the flour, baking powder, salt, nutmeg, and caster sugar. Whisk for a full thirty seconds until everything looks uniform, with no streaks of baking powder visible against the flour. This step feels fussy but it is the difference between an even rise and a bitter pocket in one unlucky donut hole.

Combine the wet ingredients. In a second, smaller bowl, whisk the egg with the milk, melted butter, and vanilla until the mixture is pale and slightly frothy at the edges. The butter should be warm but not hot — if you can hold your finger in it comfortably, it is ready. Hot butter will scramble the egg and leave you with little cooked flecks you cannot strain out.

Bring the two together gently. Pour the wet mixture into the dry ingredients and fold with a spatula until just combined. Stop the moment you see the last dry patch disappear. The batter should look thick, glossy, and slightly lumpy — a few small flour streaks are far better than a smooth, overworked batter that bakes up tough.

Fill the tin. Spoon the batter into the prepared holes, filling each one about two-thirds full. A small cookie scoop or a teaspoon works well here, and a quick tap of the tin on the counter settles the batter evenly. You should hear a soft thud rather than a slosh, which tells you the batter is the right consistency.

Bake until golden and springy. Slide the tin into the centre of the oven and bake for 10 to 12 minutes. The donut holes are ready when the tops are domed, pale gold, and a skewer inserted into the middle comes out with only a crumb or two attached. You will smell a warm, nutty, vanilla-scented aroma just before they finish, which is your cue to start watching the oven door.

Rest briefly, then coat. Leave the donut holes in the tin for two minutes — no longer, or the bottoms steam and turn soggy. While they rest, melt the coating butter in one shallow bowl and stir together the caster sugar and cinnamon in another. Roll each warm donut hole first in butter, then in the cinnamon sugar, turning it so every surface is coated. The sugar should cling in a thick, even jacket rather than a thin dusting.

Serve immediately or hold warm. Pile the coated donut holes onto a plate and eat them while the coating is still slightly crisp against the tender crumb. If you need to hold them for later, keep them uncovered at room temperature rather than under foil, which traps steam and dissolves the sugar.