Mix the softened butter with the sugar until frothy. Add the egg and stir in well. Mix the flour, baking powder, nutmeg and salt and stir alternately with the milk into the liquid ingredients. Now fill the dough into a piping bag with a star nozzle and squirt 2/3 of the full circle into the donut wells.
Bake in the preheated oven for about 10-12 minutes. The donuts should still be very light, otherwise they will get dry. Take out of the oven and turn onto a wire rack. Sprinkle with a mixture of cinnamon and sugar while still lukewarm and allow to cool.