Preheat oven to 350°F (175°C) if baking. Grease a donut hole pan or mini muffin tin well. If pan-frying, heat a few tablespoons of neutral oil in a heavy skillet over medium heat.

In a large bowl, whisk together flour, granulated sugar, brown sugar, baking powder, baking soda, and salt.

In a separate bowl, mix buttermilk, eggs, melted butter, vanilla, and lemon zest.

Pour the wet ingredients into the dry ingredients and stir gently until just combined — a few lumps are okay.

Fold in the blueberries gently to avoid breaking them.

For baking: Fill donut hole cavities about 3/4 full and bake for 10–12 minutes, or until a toothpick comes out clean. Let cool 5 minutes in the pan, then transfer to a wire rack.

For pan-frying: Drop tablespoon-sized portions into hot oil and cook until golden, about 2–3 minutes per side. Drain on paper towels and let cool slightly.

In a small saucepan over low heat, whisk together egg yolks, sugar, and lemon juice. Stir constantly until it thickens slightly (about 4–6 minutes).

Remove from heat and whisk in butter and lemon zest until smooth. Pour through a sieve if desired for a silky finish. Let cool — it will thicken as it chills.

Whisk powdered sugar with orange juice, orange zest, and a pinch of salt until smooth. Adjust thickness as desired.

Once donut holes are cooled enough to handle, use a paring knife to create a small cavity or use a piping tip to inject lemon curd. Place a dollop (about 1 tsp) inside each donut hole.

Dip the top of each filled donut hole into the citrus glaze. Let excess drip off, then set on a rack to allow glaze to set. Dust with powdered sugar or garnish with zest if desired.