Preheat oven to 350°F. Prepare a piping bag fitted with a small round tip. Lightly grease mini donut pan with cooking spray. Set aside.
In a small bowl, whisk together flour, baking powder, baking soda, and salt. Set aside.
In a medium bowl, cream together butter and sugar until smooth. Add egg and mix until incorporated. Mix in orange zest and poppy seeds.
Add ⅓ of flour mixture. Fold to combine. Add ½ of milk. Mix. Repeat and end with last ⅓ of flour mixture. Mix until just combined and there are no longer any dry streaks of flour. Transfer batter to prepared piping bag.
Pipe batter into prepared donut pan, filling mold a little over half full. Bake for 8 minutes. Let cool in pan for 2 minutes, then unmold. Cool donuts on wire rack before dipping in orange glaze.