In a small bowl, whisk together milk and egg.

In a separate medium bowl, stir together Bob's Red Mill Organic All-Purpose Flour, cinnamon, orange zest, baking powder, and salt. Stir in milk mixture into dry ingredients until incorporated. Add melted butter and stir until a soft dough forms.

Add vegetable oil to a large heavy-bottomed saucepan so the oil is at least 2 inches deep. Heat the oil to 350 degrees F. Line a baking sheet with paper towels.

Use a small ice cream scoop to drop 1 Tbsp amounts of dough into the oil (approximately 3-4 at a time, careful not to crowd the pan). Fry donut holes for about 2 to 3 minutes, until golden brown on all sides. Remove with a slotted spoon and add to the lined baking sheet.

Once donut holes are cool enough to handle, add melted butter for topping to a small bowl. Add sugar, cinnamon and nutmeg to a separate bowl, stirring to combine. Gently dip the donut holes in butter, shaking off the excess. Then roll in cinnamon sugar and set on a cooling rack.

Fill a piping bag fitted with an open star tip with Nutella. Gently insert the tip into one side of each donut hole. Squeeze Nutella inside until it just starts to pop out of the hole you made.

Serve immediately.