Preheat the oven to 425 degrees. Lightly grease a silicone donut pan and set aside.
In a bowl whisk together the flour, sugar, baking powder, nutmeg, cinnamon and lemon zest.
Forma well in the center and add the eggs, lemon juice, oil and milk. Slowly, thie the help of a spoon, fold the wet ingredients into the dry ones, mixing until everything is just combined.
Spoon the batter into the donut pan and take to the oven. Bake for 10 to 12 minutes or until done. .Remove from the oven and from the pan and let them cool down completely in a cooling rack.
Meanwhile, prepare the icing. In a small bowl combine the confectioners sugar, lemon juice and heavy cream until thick and smooth.
Dip each donut into the icing, turning to evenly coat. Let them dry out in the cooling rack for a couple of minutes before serving.