01 - Preheat your oven to 350°F. Thoroughly grease a 12-cavity donut pan.
02 - In a large mixing bowl, whisk together the all-purpose flour, granulated sugar, baking powder, baking soda, kosher salt, ground cinnamon, and ground nutmeg until well combined.
03 - In a separate medium bowl, whisk together the buttermilk, large eggs, melted unsalted butter, vanilla extract, and fresh lemon zest until fully incorporated.
04 - Pour the wet ingredient mixture into the dry ingredients. Mix gently until just combined; be careful not to overmix, as this can lead to tough donuts.
05 - If using, in a small bowl, beat the softened cream cheese with powdered sugar and vanilla extract until the mixture is smooth and creamy.
06 - Transfer the donut batter into a piping bag. If you are using the cream cheese filling, pipe a thin layer of batter into each donut cavity, then add a small amount of cream cheese filling, and cover with additional batter. If not using the filling, fill each cavity approximately two-thirds full with batter.
07 - Bake the donuts for 10 to 12 minutes, or until they spring back lightly when touched. Allow them to cool in the donut pan for 5 minutes before carefully transferring them to a wire rack to cool completely.
08 - While the donuts cool, whisk together the powdered sugar, milk, and vanilla extract in a medium bowl until the glaze is smooth and has a pourable consistency.
09 - Dip each cooled donut into the prepared glaze. Immediately after dipping, sprinkle sections of each donut with purple, green, and gold sanding sugars to mimic the traditional King Cake decoration. Allow the glaze to set for a few minutes before serving.