Mix together cake flour, baking powder, sugar, salt and orange zest in a large bowl.
Add egg, buttermilk, applesauce, and vanilla extract. Whisk ingredients together.
Gently fold in the blueberries
Pour the batter into a lightly grease doughnut pan
Bake at 400° F or 204° C for about 8 minutes
To make the glaze: whisk together orange juice, milk, vanilla extract in powdered sugar.
Once the doughnuts have baked, keep them aside for about 5 minutes to let them cool.
Dip both sides of the donuts into the glaze.
Place the donuts in a cooling rack and allowed the glaze to dry before serving