Preheat your oven to 350°F (175°C).
Lightly grease your donut pan with cooking spray or use a silicone donut pan.
In a large mixing bowl, whisk together the egg and granulated sugar until well combined. Add Greek yogurt, canola oil, lemon zest, and lemon extract; mix until smooth.
In another bowl, whisk together all-purpose flour, baking powder, baking soda, and salt until no lumps remain.
Gently fold the dry ingredients into the wet mixture until no dry flour is visible.
Spoon the batter into the prepared donut pan, filling each cavity about ⅔ full.
Bake for 10-12 minutes, or until golden and a toothpick comes out clean.
Cool in the pan for 5 minutes, then transfer to a cooling rack.
In a small bowl, whisk together confectioners sugar and lemon juice until smooth.
Dip the tops of cooled donuts into the lemon glaze and allow excess to drip off.
Serve and enjoy your Baked Lemon Donuts!
