Preheat your waffle iron according to the manufacturer's instructions. If you have a non-stick spray, lightly coat the waffle iron with it.
In a large mixing bowl, whisk together the flour, baking powder, cinnamon, salt, nutmeg, and granulated sugar until well combined.
In another bowl, beat the eggs, then add the milk, melted butter, and vanilla extract. Mix until smooth.
Pour the wet ingredients into the dry ingredients and stir until just combined. Gently fold in the diced apples.
Pour the batter into the preheated waffle iron, filling it about halfway. Close the lid and cook according to your waffle iron's instructions, usually about 4-5 minutes, until golden brown.
While the waffles are cooking, prepare the glaze by whisking together the powdered sugar and milk in a small bowl until smooth. Adjust the consistency with more milk if needed.
Once the waffles are done, remove them from the waffle iron and drizzle the glaze over the top while they are still warm.
Serve immediately and enjoy your delicious apple fritter waffle donuts!