Preheat the oven to 425 degrees. Spray a donut pan with cooking spray.

In a medium bowl cream together the butter and sugar. Add in the egg and mix well. Stir in the vanilla and lemon zest.

In a small bowl combine the flour, baking powder, and salt.

Add half the flour mixture to the butter mixture and mix well. Add in the milk and stir until combined. Add the remaining flour and mix until just combined.

Gently fold in the blueberries.

Put the donut batter in a zip top baggie and snip off the end. Make the cut large enough that the blueberries will come out.

Pipe the donut batter into the prepared pan, making a round donut in each hole but making sure not to totally fill it as the donut will expand as it bakes.

Bake for 10 minutes. Remove from the oven and cool in the pan for 5 minutes. Remove from pan and cook on a wire rack for 10 minutes.

Meanwhile, combine the powdered sugar and lemon juice in a bowl. Dip the tops of each donut into the glaze then put on the wire rack so that the glaze drips off.

Donuts are best eaten the day they are made but can be kept for up to 3 days in an air tight container.