In a medium bowl, stir together the dry ingredients for the donut batter (cake flour, brown sugar, baking powder, cinnamon, and salt).
Add the liquid ingredients (vanilla, egg, buttermilk, and melted butter). Stir until just mixed. (If you overmix the batter, then the donuts will be tough!)
Spoon or pipe the donut batter into a greased doughnut pan. Fill each ring about ½ full with batter.
Bake at 425°F for 10-12 minutes, or until a toothpick inserted into the center of the doughnut comes out clean. Let cool before removing from pan.
While the donuts are cooling, make the glaze by mixing together the confectioner’s sugar, milk, and Kahlúa in a small bowl. Stir until smooth.
Dip the donuts into the glaze and then top with chocolate sprinkles.