Preheat the oven to 350ºF.
Sift together the dry ingredients (flour, baking powder, baking soda, and salt), then add the brown sugar and mix well to break up any clumps.
Mix together the wet ingredients (milk, butter, vanilla, and apple cider vinegar), then add to the dry ingredients and mix until just incorporated. Don't overmix; clumps are ok!
Grease the wells of a donut pan, then fill the wells a little under halfway with the batter. Using a piping bag or small spoon, add a small layer of jam on top of the donut batter. Add the remaining batter on top, making sure to completely cover the jam.
Bake 13-15 minutes until golden brown. Let cool completely.