Make sure to grease the muffin tin, as the cinnamon puff can be hard to remove if this step is skipped. It is important to work with the cinnamon puffs while they are still hot, as you dip them in butter and roll them in sugar and cinnamon.
Combine flour, sugar, baking powder, salt and nutmeg in a mixing bowl. In a separate bowl, mix the egg, milk, vanilla extract and melted butter together. Stir egg mixture into dry ingredients to combine. Spoon the batter evenly into a greased muffin tin. Place the muffin tin on the wire rack set on rack position 2. Turn the convection steam oven on by selecting the Convection Mode set to 335 °F. Set the timer for 15 minutes. After 15 minutes, check by inserting a toothpick into the center and see if it comes out clean. If needed, continue baking for an additional 2 minutes. When done, remove the muffin tin from the oven and place on a cooling rack. While the cinnamon puffs are still warm, mix the sugar and cinnamon together in a small bowl. Remove one of the cinnamon puffs from the muffin tin and dip the top into the melted butter. Roll the entire cinnamon puff in the bowl of sugar/cinnamon mixture. Set on the cooling rack and repeat with remaining cinnamon puffs.