Step 1: In a large bowl, whisk together the all-purpose flour, granulated sugar, baking powder, ground cinnamon, ground nutmeg, and salt. Set aside.
Step 2: In a separate medium bowl, whisk together the egg, 1 cup milk, melted butter, and 1 teaspoon vanilla extract until well combined.
Step 3: Pour the wet ingredients into the dry ingredients. Stir with a spoon or spatula just until combined and no dry streaks of flour remain. Do not overmix; a few lumps are fine.
Step 4: Gently fold in the finely diced apple pieces into the batter until evenly distributed.
Step 5: Preheat your waffle maker according to the manufacturer's instructions. Lightly grease the waffle grids with cooking spray or a brush of melted butter, even if it's non-stick.
Step 6: Spoon about ¼ cup of batter (or enough to fill one section without overflowing) into the preheated waffle maker. Close the lid and cook for 3-5 minutes, or until golden brown and cooked through.
Step 7: While the waffle donuts are cooking, prepare the glaze: In a small bowl, whisk together the powdered sugar, 2-3 tablespoons milk, and ½ teaspoon vanilla extract until smooth. Add more milk a few drops at a time if you prefer a thinner glaze.
Step 8: Carefully remove the cooked waffle donuts from the waffle maker and place them on a wire rack set over a baking sheet. Drizzle generously with the vanilla glaze while still warm.
Step 9: Repeat with the remaining batter. Serve your Homemade Apple Fritter Waffle Donuts warm and enjoy!