Whisk together dry ingredients. In a large bowl, mix together the all-purpose flour, baking powder, ground cinnamon, salt, granulated sugar, and brown sugar until well combined.

Blend wet ingredients. In a separate bowl, combine the whole milk, melted unsalted butter, large eggs, and vanilla extract. Whisk until smooth and creamy.

Combine wet and dry. Gently stir the wet mixture into the dry ingredients until combined. Fold in the diced apples and nuts if using.

Preheat waffle iron. Set your waffle iron to heat up and spray it lightly with cooking oil.

Cook the batter. Pour an adequate amount of batter into the preheated waffle iron, close the lid, and cook for about 3-5 minutes.

Make the glaze. Prepare the glaze by whisking together powdered sugar, milk, and vanilla extract until smooth.

Glaze the donuts. Dip each donut into the glaze and let excess drip off.