Preheat the oven to 180 °.
Melt the butter. Add the egg, butter, sugar, milk, yogurt, vanilla extract into a bowl and mix it. Sift the flour on top and add the baking powder, baking soda, nutmeg, cinnamon and a pinch of salt. Mix again.
Fill the donut molds 3/4 full. Bake for 11 minutes in the oven and let cool.
For the icing, sift the icing sugar and cocoa powder into a bowl. Add Nocciolata Crunchy and then the milk gradually and mix gently. Cover your donuts and add a few crushed hazelnuts for decoration.