The Technique for Filling a Doughnut
Place the filling (about 1½ tablespoons per doughnut) into a piping (icing) bag fitted with a plain narrow nozzle. Poke a hole in your doughnut using a chopstick or something similar. Insert the nozzle into the hole and gently squeeze the filling into the doughnut. The doughnut will puff up and, when full, the filling will start oozing back out of the hole. In addition to jelly or jam, vanilla custard (vanilla pudding if you eat it on its own) makes a great doughnut filling.