Begin by preheating your oven to 350°F (175°C). This temperature ensures even cooking and a lovely golden color. Next, generously grease your doughnut pan.  This helps prevent sticking and promotes a nice finish.In a medium bowl, combine filtered water and milk. Warm them slightly, ensuring they are not too hot to kill the yeast. Sprinkle the active dry yeast over the mixture, letting it sit for about 10 minutes until frothy. This step is crucial as it activates the yeast, leading to fluffy doughnuts.

In another bowl, whisk together the flour, sugar, salt, and cinnamon. This ensures the ingredients blend well, preventing clumps in your dough. It also allows the flavors to distribute evenly throughout the mixture.

Create a well in the dry ingredients, and pour in the frothy yeast mixture along with melted unsalted butter and vanilla extract. Stir until the batter is smooth and well combined. Be careful not to overmix; a few small lumps are perfectly fine.

Spoon or pipe the batter into the prepared doughnut pan, filling each cavity about two-thirds full. This allows enough room for the doughnuts to rise without overflowing.

Place the pan in the preheated oven and bake for 12-15 minutes, until the doughnuts are golden brown and a toothpick inserted into the center comes out clean. Keep an eye on them; every oven is different!

Once baked, allow the doughnuts to cool in the pan for about 5 minutes before transferring them to a wire rack. While they cool, prepare the glaze by mixing powdered sugar, filtered water, and vanilla extract in a bowl. If using, add a splash of light rum for a unique twist. Once the doughnuts are cool, dip the tops into the glaze, allowing excess to drip off. Place them back on the rack to let the glaze set.