In a large bowl, combine the flour, sugar, baking powder, baking soda, cinnamon, and salt.
In a separate bowl whisk together the buttermilk, butter, eggs, and vanilla. Add liquids to the flour mixture and mix until just combined. Add the chopped apples and mix only until incorporated.
Preheat your waffle iron and cook waffles according to manufacturer's instructions. Let cool and cut into segments.
I fried two sections of the waffle at a time. You want to fry them until they are golden brown, about one minute per side. Remove donuts with tongs or a slotted spoon and let drain on a paper towel-lined plate.
For the glaze, whisk together the powdered sugar, milk, and vanilla. Dip the hot doughnuts into the glaze and let sit on a wire rack for 20 minutes before serving.