Whisk the egg and egg yolk together until frothy. Whisk in the buttermilk, sugar, brown sugar and butter.
Stir in the baking powder, baking soda and salt. Fold in the flour. Cover and freeze for 15 minutes.
Preheat air fryer to 375 degrees.
Remove the dough from the freezer. Roll into long ropes. Cut into bite-sized pieces and roll with your hands to form ball shapes. Arrange the donut holes in the air fryer. Spray generously with nonstick cooking spray. Cook 6-8 minutes, until golden.
Whisk together all of the glaze ingredients. Dip the warm donut holes into the glaze. Place donut holes on a cooling rack and allow the glaze to set.