Pre-bake vs. post-bake filling
When you want to prepare filled donuts, there is really only one question to ask yourself. Should they be garnished before or after cooking? Only one answer: after! But why ? Indeed, many pastries are garnished before baking, like the apple turnover, and everything goes very well. But the case of donuts is different because of the cooking method. Indeed, as they are immersed in a bath of boiling oil and are handled/shaken to be evenly browned, it would be more difficult to keep the filling in their heart. And jam in an oil bath would look bad!
So to avoid this pitfall, we stuff them after cooking. In addition, by doing this, the filling will completely occupy the space without leaving any air bubbles, which can happen when filling muffins before baking, for example. Also perfect for using fillings that have either already been cooked – like pastry cream – or that would not hold up well to cooking, like Nutella whose state changes at too high a temperature.
On the technical side, nothing too complicated. Simply use a bag fitted with a notched tip to poke a hole under or in the side of the donut, before filling it with filling. As soon as the filling starts to come out of the hole, it means the donut is sufficiently filled. You can also rely on the weight of the filled donut to know when to stop.