Pre-heat your oven to 350 degrees Fahrenheit and spray doughnut pans with cooking spray (I used Pam for baking). For the pans, I liked these Wilton non-stick pans from Amazon.
Heat 1/2 cup of milk. In my microwave, I heated it for 1 minute - be careful as it gets very hot. Steep the Earl Grey teabags in the hot milk for 15 minutes. Squeeze the teabags to get the last bit of flavor and remove from milk. Set the milk aside.
In a medium bowl, combine the flour, sugar, baking soda, and salt and whisk gently just to combine.
In another bowl, combine the oil, egg, vanilla extract, and finally the milk (all the wet ingredients). Make sure the milk has cooled a bit. Whisk these ingredients together.
Pour the wet ingredients into the dry ingredients and stir together until combined.
Fill the doughnut pan with the batter. Make sure to fill each doughnut to only 2/3 of the way as the doughnuts will rise. I spooned the batter in and felt this worked just fine. You could also pipe the batter into the pan.
Bake the doughnuts for 10-13 minutes or until a toothpick comes out clean. Let the doughnuts cool (at least 1/2 hour) before glazing.
Put 1/3 cup blueberries in food processor with the lemon zest, 1/4 cup of milk and 1 tsp pure vanilla extract.
Whisk the blueberry mixture into the powdered sugar.
Dip each doughnut into the glaze by pressing the top of each doughnut into the glaze. This is best done in a bowl. Set the doughnuts on a rack or baking sheet so the glaze can harden.