Preheat your waffle maker according to the manufacturer's instructions.
In a large bowl, whisk together the flour, baking powder, salt, cinnamon, nutmeg, and granulated sugar until well combined.
In another bowl, mix the milk, eggs, melted butter, and vanilla extract until smooth.
Pour the wet ingredients into the dry ingredients and stir until just combined. Be careful not to overmix.
Gently fold in the diced apples until evenly distributed in the batter.
Lightly grease the waffle maker with cooking spray or butter. Pour enough batter into the waffle maker to cover the surface (about 1/2 to 3/4 cup, depending on your waffle maker). Close the lid and cook until golden brown and cooked through, about 3-5 minutes.
Carefully remove the waffle donut and repeat with the remaining batter.
For the glaze, whisk together the powdered sugar and milk in a small bowl until smooth. Adjust the consistency by adding more milk if needed.
Drizzle the glaze over the warm waffle donuts before serving.