In the bowl of an electric mixer, combine milk, yogurt and egg. Add butter and vanilla and mix until combined.
Add flour, baking powder, baking soda and sugar to yogurt mixture and mix until just combined.
Fold in jelly beans.
Spray donut pan with nonstick spray.
Add batter to a large zipped top bag and cut off one corner to use as a piping bag. Add batter to each donut well until 2/3 full.
Bake for 10 minutes.
Remove from oven and let donuts cool for 5 minutes before removing to wire rack to cool completely.
Meanwhile, in a small bowl, whisk together all glaze ingredients. Add glaze to a zipped top bag and cut off one corner to use as a piping bag and glaze donuts.