Sift together the flour, cocoa powder, baking soda, baking powder, both sugars and salt. In a separate bowl mix together egg, sour cream and melted butter. Add the wet ingredients into the dry and gently mix to a smooth batter.
Add batter to a piping bag or zipper bag. Cut a corner off to pipe into donut pan wells. Fill them no higher than ⅔ of the way up so they don't bake over.
Bake donuts for 10-12 minutes or until they are firm and spring back when you touch them. Pop them out of the donut pan and onto a cooling rack to cool until warm to the touch.
To make the Glaze: Sift together the icing sugar and cocoa powder. Whisk in the milk, vanilla and whisk until the glaze is smooth. You may need to add additional powdered sugar or milk depending on the consistency you like. Dip the top of each donut in the glaze. Serve it warm or at room temperature.