Preheat the oven to 400°F. Spray a mini muffin tin with baking spray, set aside.
In a medium-sized bowl, whisk together the flour, baking powder, salt, and sugar until combined.
Add the egg, sour cream, milk, melted butter, and vanilla, mix it in until combined with no dry patches.
Evenly distribute the batter among the muffin tin, about each tin being halfway full. Bake for 8-10 minutes until a toothpick inserted into the center comes out clean.
Let the donuts cool for 5 minutes, take them out, and cool completely on a wire rack.
While the donuts cool, make the glaze by whisking together the powdered sugar, vanilla, and milk until smooth. Add a little more milk, just a half teaspoon or so at a time if it is too thick. The glaze should be very thick but pourable.
Make the cinnamon sugar by mixing the sugar with the cinnamon until combined.
If using the glaze, dip the tops of the donut holes into the glaze and place them back on the wire rack, glaze side up. Let them sit for 15 minutes so the glaze hardens.
If using the cinnamon, brush the donut holes all over with the butter. Roll them in the cinnamon sugar and place them back on the wire rack. Serve immediately.