Preheat oven to 400°F. In a large bowl, combine flour, baking powder, sugar and salt. Add Greek yogurt, egg, milk, butter, lemon zest, vanilla extract and blueberries and stir until just combined.
Spray donut pan with non-stick spray. Spoon the batter evenly in the donut pan.
Bake for 9-10 minutes or until stick comes clean. These are a sponge-like consistency so don't expect it to be really browned on top. Remove from oven and allow to cool a backing rack.
While donuts are cooling, whisk together the powdered sugar, lemon juice and vanilla extract.
Dip the cooled donuts in the glaze and allow to set for 30 minutes before serving.
Notes
Even though they say non-stick, spray your donut pans with non-stick cooking spray to make sure the donuts come out.
When measuring the flour, lightly spoon it into a measuring cup and then level it off with the back of a knife to get the right amount.
You can spoon the batter into the donut pans, but the easiest way to get the batter in the pan is by using a pastry bag or Ziploc bag with the corner cut off. If you do this, don't put the blueberries in until the end.
Just like with any cake type batter that you make, you’ll know the donuts are done when a toothpick comes out clean.
Let the baked donuts cool completely before you dip them in the glaze.
Speaking of the glaze, use fresh lemon juice. Bottled lemon juice isn't the same.
Leftovers will store well in at room temperature for 1-2 days in an air-tight container.