Preheat the oven to 375F. Butter or grease large donut pan. You can also use donut pan with 6 donut holes, you'll get 12 donuts in total from this recipe.
Prepare the chai infused milk. Heat the milk until just boiling. Remove the warm milk from the heat and add 3 chai tea bags into the pan. Allow to steep for 3-5 minutes. Remove the tea bags.
Whisk together flour, sugar, baking powder, allspice, cinnamon.
Add one egg, vanilla extract, sour cream or yogurt, vegetable oil and chai infused milk. Mix everything together until smooth.
Refrigerate the remaining milk for the chai glaze.
Transfer the batter to a large zip bag and chop off one of the corners. Squeeze the batter evenly into the donut pan.
Bake the doughnuts for 10 to 12 minutes. When done, they'll spring back when touched lightly.
Remove the donuts from the pan and allow them to rest for 20 minutes. Transfer them to a finishing rack.
While the doughnuts cool, mix together the confectioners' sugar and a little bit of chai infused milk (about a teaspoon) to make a thick, but fluid glaze. Pour the glaze into a shallow dish.
Dip the donuts into the glaze and place them back on a rack set.
Sprinkle with additional cinnamon.