Creating these mouthwatering Baked Blueberry Donuts is an enjoyable experience when you follow these clear steps:

1. Preheat the Oven: Begin by preheating your oven to 350°F (175°C). Grease or spray a donut pan for easy release.
2. Mix Dry Ingredients: In a large bowl, whisk together the flour, sugar, baking powder, salt, and cinnamon until well combined.
3. Combine Wet Ingredients: In another bowl, whisk together the milk, vegetable oil, egg, and vanilla extract until smooth.
4. Combine Mixtures: Pour the wet mixture into the dry mixture, stirring gently to combine. Be careful not to overmix; lumps are okay.
5. Fold in Blueberries: Gently fold in the blueberries to evenly distribute them throughout the batter.
6. Fill the Donut Pan: Spoon the batter into the greased donut pan, filling each cavity about 2/3 full.
7. Bake: Place the pan in the oven and bake for 15-20 minutes, or until the donuts spring back when gently pressed.
8. Cool the Donuts: Once baked, remove the pan from the oven and allow the donuts to cool in the pan for 5-10 minutes before transferring them to a wire rack.
9. Prepare the Glaze (Optional): If you desire a glaze, mix powdered sugar and a little milk until it reaches your desired consistency. Drizzle on cooled donuts.
10. Serve and Enjoy: Baked Blueberry Donuts are now ready to be enjoyed!

Following these steps will guide you toward creating irresistible Baked Blueberry Donuts.