Preheat your oven to 350°F (175°C).
In a large mixing bowl, whisk together the egg and granulated sugar until light and fluffy. Add Greek yogurt, canola oil, lemon zest, and lemon extract. If using, mix in yellow food coloring.
In another bowl, combine all-purpose flour, baking powder, baking soda, and salt. Mix until evenly distributed.
Gradually add the dry mixture to the wet ingredients, stirring gently until just combined.
Spray the donut pan with non-stick cooking spray. Fill each cavity about ¾ full.
Bake for 12 to 15 minutes or until golden brown and a toothpick inserted comes out clean.
Allow to cool in the pan for about 5 minutes, then transfer to a cooling rack.
In a mixing bowl, whisk together confectioners sugar and lemon juice to make the glaze.
Dip the tops of the cooled donuts into the glaze or drizzle it over.
