Coat six 3- to 3 1/2-inch indentations of a donut pan with cooking spray; set aside. In a medium bowl stir together flour, granulated sugar, baking powder, salt, and baking soda. Using a pastry blender, cut in butter until mixture resembles fine crumbs.
In a small bowl whisk together egg, cherries, sour cream, 1 tablespoon bourbon, and cherry juice. Add egg mixture all at once to flour mixture; stir just until combined (do not overmix).
Spoon batter into a gallon-sized resealable bag. Snip off one corner and pipe batter into the prepared donut pan indentations. Lightly coat a sheet of plastic wrap with cooking spray. Place plastic wrap, coated side down, over donut batter. Chill for 2 to 24 hours.
Preheat oven to 350 degrees F. Remove plastic wrap. Bake about 15 minutes or until donuts are light golden brown and spring back when lightly touched. Cool in pan on a wire rack for 5 minutes. Carefully invert pan to remove donuts.
Meanwhile, in a small bowl combine powdered sugar, remaining 1 tablespoon bourbon, and enough of the milk to make a thick glaze.
As soon as donuts are cool enough to handle, dip or spread with bourbon glaze and sprinkle with orange zest. Serve warm.