Preheat oven to 350 degrees. In a large bowl, mix together flour, baking powder, sea salt, and orange zest.
In another bowl, mix together sugar, eggs, champagne, orange juice, butter, and vanilla extract.
Add wet ingredients to dry ingredients and stir until uniform and no dry pockets remain.
Convey batter into a pastry bag or ziploc bag with one corner snipped off. Pipe into donut tin and bake for about 15 minutes or until tops are firm to touch. You can flip one donut out of the tin to see if the bottom has browned as the tops should not brown. Remove donuts from pan to cool.
Meanwhile, mix up glaze ingredients. Once donuts have cooled to room temperature (about 20 minutes), dip each one in glaze. Allow to harden then dip again.