Preheat the oven to 350 degrees F. Lightly grease 2 6-well donut pans with cooking spray, oil, or butter.
In a bowl, whisk together the flour, sugar, baking powder, and salt.
In a large bowl, whisk together the oil, sour cream, eggs, and vanilla.
Add the dry ingredients to the wet ingredients and mix just until combined. Then, mix in the blueberries until they are evenly distributed.
Place the piping bag in a tall glass. Then, pour the batter into the bag. Cut off 1 inch of the tip of the bag. (See note #1)
Pipe the batter into each well until they are about 3/4 full.
Bake for 16 to 17 minutes or until the centers have just set and the edges are lightly golden brown.
Allow the donuts to cool in the pans for 5 minutes, then run a butter knife around the edges before dumping them out onto a cooling rack set inside a baking sheet. Allow the donuts to finish cooling, about 30 minutes.
In a bowl, whisk together the powdered sugar, milk, and vanilla. (See note #2)
Dip each donut into the glaze so that the top half is coated. Place the glazed donut back on the cooling rack to allow the glaze to set for 10 minutes.
Then, dunk the donuts a second time to create a thicker coating. (See note #3)
Allow the glaze to set for another 10 minutes before serving.
Notes
Using a piping bag makes the process much easier. However, you can use a spoon to fill the donut pans if you'd prefer.
I prefer to use whole milk to make the glaze. It results in a richer and more flavorful glaze. But, you can use 2%, skim, or milk alternatives instead.
If you want the entire donut covered in the glaze then dunk it halfway down and then flip it over to coat the other side. If you coat the entire donut, there won't be enough glaze to coat them twice so just skip the second glaze.
Store the donuts at room temperature for 1 to 2 days. For longer storage, keep the donuts in a container in the fridge for up to 1 week.