Measure out the ingredients and set each aside in a separate bowl. Whisk flour, sugar, baking powder, and half of the cinnamon and nutmeg in a large bowl.
Melt butter in a small saucepan or water bath and beat the four egg yolks. Add in milk and whisk the wet ingredients.
Pour the wet ingredients into flour. Mix with a spatula then knead gently with clean hands until a smooth stick dough is formed.
In another bowl, lightly crush the blueberries and lightly coat them with the remaining cinnamon and nutmeg. Although this step is optional.
Add the blueberries into the dough and fold them using a spatula. Ensure the berries are distributed evenly in the dough. You could use a stand mixer instead of mixing by hand. A stand mixer is essential (especially when making a big batch of cake doughnuts). Mix the wet and dry ingredients in the mixing bowl, fix the paddle attachment, and then change to the dough hook as you add flour and set it at moderate speed until a slightly tacky dough is formed. Grease your hands to handle the slightly sticky dough, and move the dough on a floured surface. With a floured rolling pin, roll out the dough gently to 1.5inch thickness.
A doughnut cutter is the easiest way to achieve neat doughnut forms. A doughnut cutter positions the donut holes precisely at the center of each donut. If you do not have a donut cutter, use two round biscuit cutters of varying sizes, one smaller. I learned a good thing from the food network that helped big time; to always flour the doughnut cutters.
Prepare the sugar glaze by whisking water, lemon, and powdered sugar. A smooth runny donut glaze forms. Set aside, and cover the container with a film.
Let the doughnuts rest on the surface for about 10 minutes. Heat the oil over medium heat; if you do not have an oil thermometer: use Grandma's method of dipping a teeny weenie dough in the hot oil. You could use dough scraps to check the oil temp too. The oil is the right temperature when the dough scrap floats on the oil.
With a long flat, floured spatula, carefully pick the doughnuts and dip them in the hot oil.
After cooking for a minute and a half on one side, flip the doughnuts to cook on the other side.
Carefully remove the golden brown doughnuts and set them on the wire rack to cool. (Our doughnuts were a bit dark hue but they were perfectly cooked inside.) Be careful
After cooling, dip both sides of each doughnut in the glaze and return them to cool on the rack.