Preheat oven to 350°F (175°C). Lightly grease a 12-cavity donut pan.
In a large bowl, whisk together flour, brown sugar, baking powder, baking soda, salt, and cinnamon.
In a separate bowl, whisk egg, buttermilk, melted butter, and vanilla extract.
Pour wet ingredients into dry ingredients and stir gently until just combined; a few lumps are okay.
Pipe or spoon batter into donut pan, filling about two-thirds full.
Bake for 10-12 minutes or until a skewer comes out clean. Cool 5 minutes in pan, then transfer to wire rack.
Bring 10 cups water to a boil in a large pot. Slowly add 2/3 cup baking soda and reduce heat to simmer.
Dip each donut in simmering water for 20-30 seconds per side. Return to wire rack over baking sheet.
Bake again for 5-7 minutes until deep golden brown.
Immediately sprinkle with coarse sea salt and serve warm.
Notes
If you don't have buttermilk, add 1/2 tablespoon white vinegar or lemon juice to 1/2 cup milk and let sit 5-10 minutes. Donuts are best the day made; store leftovers in airtight container for up to 2 days.
Keyword baked donuts, pretzel donuts, sweet and salty donuts