Lightly grease a doughnut (or muffin) tin and preheat the oven to 350 degrees F.
Sift the flour, cocoa powder, baking powder and baking soda, and then whisk in the sugar, nutmeg and salt. Add the butter, and using your fingers, rub it into the dry ingredients until it becomes coarse crumbs.
In a separate bowl, whisk together the buttermilk, yogurt, vanilla and egg. Add to the flour mixture and stir until just combined. Do not overmix, or your doughnuts may be a bit rubbery.
Fill a ziploc bag with the batter, cut an opening in one corner, and pipe the batter into each cup 1/2 to 3/4 full. It’s important not to overfill, or as the doughnuts rise, you’ll lose the hole. Bake for 8-10 minutes, until the doughnuts spring back when touched. Let cool slightly on a wire rack before glazing.
For the glaze:
Combine butter, milk, corn syrup, and vanilla in medium saucepan and heat over medium heat until butter is melted. Decrease the heat to low, add the chocolate, and whisk until melted. Turn off heat, add the powdered sugar, and whisk until smooth. Place the mixture over a bowl of warm water and dip the doughnuts immediately. Allow glaze to set for 30 minutes before serving.