Typically, icing for doughnuts and such pastries is made by combining milk and powdered sugar, with a touch of salt, and vanilla. it is either drizzled, poured, or painted onto the pastry and let sit for a few minutes to firm up. If you add a bit of gelatine, then it becomes a soft icing, as the gelatine holds the moisture from evaporating.
If you want a really stiff icing try this - Royal Icing Recipe : Alton Brown : Recipes : Food Network
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