Preheat oven to 400°F. Spray a donut pan with nonstick spray. Set aside. (For 18 donuts, I used donut pans that make 3-inch sized donuts.)
In a medium bowl, stir the flour, baking powder, baking soda, cinnamon, salt, and nutmeg together. Set aside.
2½ cups all-purpose flour, 2 teaspoons baking powder, ½ teaspoon baking soda, 1 teaspoon ground cinnamon, ½ teaspoon kosher salt, ¼ teaspoon ground nutmeg
In a large bowl, beat together butter, vegetable oil and sugar on high until well mixed (about 1 minute).
On high speed, beat the eggs and vanilla extract into the wet ingredients until well mixed, about 1 minute.
2 large eggs, 2 teaspoons pure vanilla extract
On low, beat half the flour mixture into the wet ingredients just until combined. Do not overmix.
Add in all the buttermilk and beat (on low setting) until combined.
Add in the remaining flour mixture and beat on low just until fully combined. It’s okay if the batter is still slightly lumpy. Do not overmix or the donuts won’t bake up fluffy.
Gently fold in the apples until mixed well.
1 cup finely chopped apple
Place the donut batter into a large piping bag and pipe the batter into the donut tin wells. Fill each well up only ¾ of the way full so they have room to grow without overflowing.
Bake for 15-16 minutes, or until a toothpick inserted in a donut comes out clean.
Cool for 15 minutes in the tin before removing from the tin to cool completely. Let cool completely before frosting. Repeat until all batter has been used.