Prep your station. If baking, preheat the oven to 375°F (190°C) and lightly grease a doughnut pan. If frying, heat 2–3 inches of oil in a heavy pot to 350°F (175°C) and set a paper towel–lined tray nearby.
Mix dry ingredients. In a large bowl, whisk flour, sugar, baking powder, baking soda, salt, and nutmeg until evenly combined.
Combine wet ingredients. In a separate bowl, whisk melted butter, eggs, sour cream, buttermilk, and vanilla until smooth.
Bring it together. Pour the wet ingredients into the dry and stir with a spatula just until no dry streaks remain. The batter should be thick but scoopable. Avoid overmixing.
Fold in blueberries. Toss blueberries with 1 teaspoon of flour to help prevent sinking, then gently fold them into the batter. Be careful not to crush them, especially if using thawed berries.
For baked doughnuts. Spoon the batter into a piping bag or zip-top bag, snip the corner, and pipe into the doughnut pan wells about 3/4 full. Bake 11–14 minutes, until the tops spring back and a toothpick comes out clean. Cool in the pan for 5 minutes, then transfer to a rack.
For fried doughnuts. Lightly flour a work surface. Turn out the dough and pat it to 1/2-inch thick. Use a doughnut cutter or two round cutters to shape. Fry 1–2 minutes per side until golden. Work in batches to keep oil temperature steady. Drain on the prepared tray.
Make the glaze. Whisk powdered sugar, milk, vanilla, and a small pinch of salt until smooth and pourable. Add a few drops more milk if needed. For cinnamon-sugar, mix sugar and cinnamon in a shallow bowl.
Finish the doughnuts. While warm, dip baked or fried doughnuts in the glaze and set on a rack to allow excess to drip. Or roll them in cinnamon-sugar for a classic coating. For extra blueberry punch, add a few mashed berries to the glaze and whisk in more powdered sugar to thicken.
Serve. Enjoy slightly warm for the best texture. The crumb will be soft, tender, and bursting with blueberry flavor.
