Preheat the oven to 350°F (175°C) and grease your mini donut pans
Mix dry ingredients: In a large bowl, whisk together the flour, baking powder, baking soda, salt, and sugar.
Mix wet ingredients: In a separate bowl, whisk together the milk, yogurt, egg, vanilla extract, and melted butter. It helps if your cold ingredients aren't freezing cold from coming out of the fridge and if your butter isn't super hot.
Combine: Gradually add the wet ingredients to the dry ingredients, mixing until just combined. Do not overmix.
Put your batter in a piping bag with no tip, just the very end cut off. This is optional, but I think very helpful.
Fill the pan: Spoon or pipe the batter into the greased mini donut pans, filling each about 3/4 full.
Bake for 8-10 minutes, or until the donuts spring back when lightly pressed. Let them cool for a few minutes in the pan, then transfer to a wire rack.