Whisk together flour, cornstarch, sugar, baking powder, salt, cinnamon, and nutmeg in a mixing bowl.
In a small bowl, whisk together the buttermilk, egg, melted butter, and vanilla. Add to the dry mixture and stir till just combined.
Spoon batter into a ziplock bag and snip off the corner. Squeeze the batter into a well greased donut pan. Divide the batter evenly into the six donut wells so the donuts will bake evenly.
Bake at 375° for 11-12 minutes. Let cool for a couple minutes, then remove to cooling racks. While still warm, brush all sides of each donut with melted butter, then dip in the cinnamon sugar mixture till well coated.