In a large bowl, mix flour, cocoa powder, baking powder, salt, nutmeg, and cinnamon.
In another bowl, work together 4 tbsp of softened butter with the zest of 1 orange. Then, add your white and brown sugar.
Beat with a hand mixer or vigorously mix with a spatula until the butter and sugar mixture is light and fluffy.
Add your egg yolks and vanilla extract and beat until combined. Then, add your sour cream and incorporate until fully mixed.
Slowly add your dry ingredients to the wet ingredients, adding 1/3 of the mix at a time. Fold with a spatula to avoid over-mixing.
Bring your dough together into a cohesive mass and transfer to a flour-dusted pan or piece of parchment paper. Cover with plastic wrap and refrigerate for 1 to 4 hours until firm.
Dust your work surface with a generous amount of flour. Remove your dough from the fridge and place flour-side down on the floured surface.
Dust the top of your dough with more flour and pat into a rectangle (about 12 x 18” and 3/4” to 1” thick).
Once your dough is rolled out, cut out donut shapes with a 4" ring cutter. Then, use a smaller 1-2" ring cutter to remove a hole from the center.
Transfer each donut and donut hole to a parchment-lined baking sheet. Save scraps of dough and form into a cohesive dough, rolling back out to 1” thick and cut more donuts until you have no dough left.
Place all of your doughnut doughs on a parchment-lined baking sheet and chill in the fridge until ready to fry.
In a large, deep pan (like a deep cast iron skillet) or a stock pot, heat your frying oil over medium/high heat until it reaches 350°F. Make sure your pan is not filled more than halfway.
Fry donuts in batches of 3 or 4. Cook for 90 seconds on a side, then flip and cook for another 90 seconds. Remove with a slotted spoon and transfer to a baking sheet lined with paper towels.
Once all the donuts and holes are fried, let them cool slightly. In the meantime, make your glaze by adding powdered sugar to a large mixing bowl.
With your remaining 2 tbsp of butter, heat in a microwave-safe dish until melted or cook until golden brown for brown butter. Add to the powdered sugar.
Add your fresh orange juice and a sprinkle of salt. Whisk into a thick but pourable glaze (the texture of thin pancake batter).
One at a time, dip your warm donuts into the glaze and let excess drip back into the bowl. Then, place donuts glaze-side up on a wire rack to cool.
Garnish each donut, before the glaze sets, with a sprinkle of coarse sea salt and fresh orange zest.