Preheat your waffle iron according to the manufacturer's instructions.
In a large bowl, whisk together the flour, baking powder, cinnamon, salt, nutmeg, and granulated sugar.
In another bowl, beat the eggs, then add the milk, melted butter, and vanilla extract. Mix until well combined.
Pour the wet ingredients into the dry ingredients and stir until just combined. Fold in the diced apples gently.
Lightly grease the waffle iron with cooking spray or a small amount of oil. Pour enough batter into the waffle iron to cover the surface, close the lid, and cook until golden brown and crispy, about 4-5 minutes.
Carefully remove the waffle donut and repeat with the remaining batter.
In a small bowl, mix the powdered sugar with 1 tablespoon of milk, adding more milk as needed to reach your desired glaze consistency.
Drizzle the glaze over the warm waffle donuts before serving.