Why does my glaze soak into my doughnuts?
Okay, I did some more thorough searching and found Beki Cook's donut frosting recipe. Apparently my mistake was that I was letting them (the doughnuts) cool off, and according to the article: 


  Glaze is the easiest way to sugar-up a donut. But there are a few things you need to remember. First and foremost... only glaze donuts when they're warm. If you do it when they've cooled the glaze just soaks in and get goopy.