Make the cookies
Preheat oven to 350.
Combine butter and sugar in bowl of stand mixer.
Beat for 2 minutes on low speed using paddle attachment.
Add eggs, one at a time, mixing until fully incorporated.
Add yogurt and vanilla, mixing until incorporated.
Add baking powder, soda, salt, flour, cinnamon, and nutmeg. Mix on low.
Form dough into a ball the size of a walnut. Place on cookie sheet, leaving 2 inches between cookies.
Flatten balls of dough slightly.
Bake for 12 minutes.
Cool completely.
Make the glaze
Combine powdered sugar, vanilla, milk, and cinnamon; mix well.
Add more milk, half a teaspoon at a time, if needed.
Using a spoon, pour a small amount of glaze on a cookie, and spread with back of spoon.
Glaze will set in 5 minutes.