Confession time. Sometimes I hate getting text messages.

Which probably seems weird coming from a millennial who has had a cell phone within arm’s reach since age 14. But back then, you could only send like 50 texts a month and you had to type everything out on a number keypad. The texts you sent had to MATTER.
Now the texts we get are nonstop and endless. I feel like I constantly have 10 (often meaningless) conversations going at any given time and it makes it difficult to focus or be in the moment.

When I’m in the zone and have forgotten to silence my phone, getting a text message feels like a huge invasion. Does anyone else feel this way? Like… I didn’t invite you to have a conversation with me while I’m in the middle of finding out if Jon Snow is alive or dead on Game of Thrones!
But of course, the sender has no idea what you’re doing. It’s all just very weird. But without that kind of technology you might not be reading this post for Cheesecake Stuffed Baked Doughnuts on your phone right now!
I’m guessing you’re on your phone because over 70% of my readers are on a mobile or tablet device. It’s a crazy world we live in. I just hope no texts have interrupted you reading this right now 😉

Cheesecake Stuffed Baked Doughnuts Recipe Tips
Whenever possible, I like to include extra tips, tricks, and advice to help you along in the kitchen. I know there’s nothing more frustrating than having a question or getting stuck and not being able to get instant help. So, hopefully these tips answer any questions that might come up!
The Doughnuts
Even though these are baked doughnuts, there’s no batter involved. Instead, to make these as close to traditional fried doughnuts in taste, texture, and appearance as possible, we’re using a yeast-raised dough. It’s a super rich dough with egg yolks, sugar, butter, AND cream in order to mimic the rich, soft, and fluffy goodness of fried doughnuts.
I use instant yeast in this recipe because it’s so simple and easy and doesn’t need to be proofed. If you don’t have instant yeast, feel free to use the same amount of active dry yeast. Simple add it to the warm water and let it proof for 5 minutes before proceeding with the recipe.
Enriched doughs like this one may take longer to knead and rise, FYI. This dough is pretty sticky which helps the final doughnuts maintain and fluffy and light texture. Avoid adding too much extra flour or your doughnuts may become dense and heavy.
Also, since these doughnuts don’t have holes, you don’t need to worry about using a doughnut cutter or making one from two cookie cutters. One round cookie cutter does the trick here!
The Filling
Just a few ingredients makes up the cream cheese filling in this recipe. Feel free to add additional powdered sugar for a sweeter taste, if you prefer. I also like to top these doughnuts off with raspberry jam to give them a beautiful appearance and add a fruity fresh flavor. You can swap out raspberry for your favorite jam, or omit this step altogether.
Serving & Storing
The finished doughnuts are best served the day they’re made. The dough can be made and allowed to rise slowly overnight in the fridge if you need to make this recipe ahead of time.

For the doughnuts:
-
1/2
cup
warm water
-
1
teaspoon
finely grated lemon zest
-
1/2
teaspoon
vanilla extract
-
2 1/4
teaspoons
(1 packet) instant yeast
-
4
large egg yolks
-
1/3
cup
(65 grams) granulated sugar
-
2 1/2
(319 grams) cups all-purpose flour
-
1/4
teaspoon
fine salt
-
4
tablespoons
(57 grams) unsalted butter, at room temperature
-
1/4
cup
heavy cream
For the filling:
-
8
ounces
cream cheese, at room temperature
-
1/4
cup
heavy cream
-
1/4
cup
powdered sugar
-
1
teaspoon
vanilla extract
For the topping:
-
3/4
cup
(150 grams) granulated sugar
-
2
teaspoons
ground cinnamon
-
2
tablespoons
(28 grams) unsalted butter, melted
-
Raspberry jam, for drizzling
Make the doughnut dough:
-
In the bowl of a stand mixer fitted with the dough hook, combine the water, zest, vanilla, yeast, eggs, and sugar. Gradually add in the flour then salt, mixing until absorbed. Add the butter and cream and beat on medium speed for 6 to 8 minutes, or until a smooth sticky dough forms. Remove the dough to a lightly greased bowl, cover, and let rise until doubled in size, about 1 1/2 hours depending on the warmth of your kitchen.
For the cheesecake filling:
-
Meanwhile, make the filling.
-
In a medium bowl using an electric mixer, beat the cream cheese, cream, sugar, and vanilla until light and fluffy.
Finish the doughnuts:
-
On a lightly floured work surface, roll the dough out to about 1/2-inch thickness. Using a round cookie cutter, cut out 6 rounds from the dough. Place on a large parchment-lined baking sheet spacing far apart. Cover and let rise until puffy, about 30 minutes.
-
Meanwhile, preheat the oven to 350°F. Bake the doughnuts for about 10 minutes, or until golden brown and puffed. Let cool enough to be handled.
-
In a shallow dish combine the cinnamon and sugar for the topping. Dip each warm doughnut in the melted butter, the coat in the cinnamon sugar.
-
Remove the cream cheese mixture to a piping bag fitted with a long filling tip. Insert the tip into the side of a doughnut and squeeze the filling inside to fill. Repeat for the remaining doughnuts. Top each doughnut with a dollop of the cream cheese mixture then drizzle with jam.
-
Doughnuts are best served the day they’re made.
Hi, my wife and I tried to make these last night, and we can’t figure with why, but the dough did not come out correctly. We noticed when we started mixing, as soon as it got dough-like, it very quickly got way too dense and was slamming around in the bowl. Then when we put it in a covered bowl to rise, we waited for hours and it didn’t rise. Finally we baked it anyway, but obviously it came out extremely dense. We’re trying to figure out exactly what went wrong because we were excited to try these!
I’m so sorry to hear you had issues when making this recipe! Normally a dense dough results from adding too much flour, do you use a digital scale to measure your ingredients? Do you know if your yeast was fresh? If you’re not sure how to check, click on this link HERE to be taken to our Active Dry Yeast vs. Instant Yeast article, we discuss how to check near the end of the article. Please keep us posted, we definitely would love for you to try this recipe again and be able to enjoy the super light and fluffy texture of these doughnuts!
No worries we just want to figure out what went wrong hahah… we used instant yeast, one packet. Bought it a few weeks ago. We didn’t measure ingredients via digital scale, we will do that next time.
We made these for another couple in our church life group. The wife is recovering from open heart surgery, but there are no restrictions on what she can eat. My husband and I kept 2 of them. They were so good and fairly easy to make! I forgot to take a picture. But I am going to make again, this time for another lady and her husband – she just had rotator cuff surgery. Again we will get to keep two. I will take pictures this time! My husband wants me to try squirting some of the raspberry preserves into the donut also. They were excellent as is though! Thank you for this amazing recipe! Everything I’ve made from your site has been delicious!
How sweet of you to make such a special treat for your friends! 🙂 Also, adding raspberry preserves would be heavenly! I’m so glad this recipe was a hit!
Making again today. Can’t wait! Pictures to follow!
These doughnuts were awful! No matter what I did they would not rise. I would not recommend this recipe!
Tammy, it definitely sounds like you had an issue with your yeast as I have not heard from any other reviewers with this problem. In my free Bread Guide, I discuss how to check yeast for freshness. These doughnuts are truly incredible, I really hope you give them another try!
How big are these Donuts?
Need eggless version please
Can I used bread flour instead of all purpose flour for this recipe?
Hi! can i stuff this fillings in a fried donuts?
If i use starter how much to use for this delicious looking donut. Tq
Hi, can I make it with gf flour? And can I make the dough and let it rest for night and bake it the day after?
These look amazing! Can’t wait to try them!!
Can I make this recipe in an air fryer? And generally speaking which is better air fried doughnuts or oven baked ones?
Do you think that these could be made gluten free? I can have the yeast, but not wheat flour.
Thank you,
Debbie M.
These didn’t taste like donuts to me. They have more of a dense texture instead of being fluffy and chewy like fried donuts, I guess I did something wrong because everyone else’s comments say how light they are haha. I’m not sure what I did wrong, but I know I didn’t add too much flour because I barely put any. I’m not complaining because they still were REALLY good, and my whole family loved them too. They tasted like cream cheese king cake. So if you’re prone to messing up recipes, know that you can still make this and even if you mess up they’ll be tasty!
Hi Tessa! These look so good! I was wondering if it would work if I mixed in sauteed strawberries into the cheesecake mixture, for a strawberry cheesecake filling. Would it be too runny even if I attempt a thicker strawberry filling? Thank you!
Can I make the shape long and split down the middle to fill with fresh cream?
Recipe is ok but it feels like it is missing another element flavor wise to brighten it up. It was fun to make though!
Amazing light texture! And with the cream cheese filling, the doughnuts tasted like cheese danish, only better! I made them smaller and got 10 doughnuts from the batch, which was more than enough. They also freeze well, and when heated in the microwave, tasted just as fresh as when first made. Great recipe!
I’d like to make a couple batches of these for an event. Would love to know if you froze these filled or un-filled. Thanks in advance!
Could I make the dough without the hook attachment?
So darn delicious!
I love how easy the dough is to work with. I didn’t have enough egg yolks, so subbed in yoghurt and let the dough sit overnight in the fridge. They came out beautifully.
OMGosh a light fluffy Gorgeous donut with out the after taste of cooking oil…. these are now my go to doghnut. Thank you Tessa so much for sharing with us…
Hi I’m looking to bake these this weekend but need to make many more than 6, could I triple the recipe and would each stage take the same amount of time i.e. rising, or would I have to make three separate batches? Thanks in advance!
can i substitute heavy cream in the dough with fresh milk? if so, what is the measurement?
i have not made it yet…but i am super excitd for this recipe ..thankyouuuu
Loved this recipe! I live in a small town where you can only get donuts from the grocery store I made the recipe by hand and did the first rise in the fridge overnight. The dough was amazing, and I liked your comment about making the filling with Nutella so I added some. Loved the flavor and texture. That yeast tho
Hi.. What can I substitute the heavy cream with?? OR is it ok to just skip it..I was checking out some heavy cream alternatives.. Will the combination of milk and butter work here? TIA 🙂
When letting dough rise in fridge overnight, do you let it warm up before rolling out or can you work with it straight from fridge. Mine could rise a bit more. By the way made these last week… They are a hit! Thanks.
Hi, recipe looks tempting. What can I substitute eggyolks with?
Thanks.
I have to admit… doughnuts are my weakness – but not so much the fried stuff. That’s why I’m always looking for a good Baked Doughnut Recipe and this one is a Winner!
Would love to see you make this recipe into Boston Cream Doughnuts!…?
Can this dough be made in a bread machine?????
Tessa,
I want to make these for a get together. Can the recipe be tripled or should I do separate batches? Thanks
This looks absolutely amazing. I think I’ll be making these next weekend for breakfast.
Hi Tessa. I was wondering if the dough could be made in a bread machine.
I don’t own a bread machine, but I don’t see why not!
Thank you, Tessa for all your wonderful recipes. I made these doughnuts recently and they were a hit! I am making them again for an event this weekend. I appreciate your your philosophy about sweets!!
So happy to hear that!
Can they be deep fried in a fry daddy?
Would love to do this while fall camping..
Thanks!
I’m not sure, Billie. I’ve never used a fry daddy. But I can tell you this recipe was specifically developed to be baked. I have a few fried recipes in my archives that might work for you!
How would I make these without a stand alone mixer? I only have a hand mixer
You would just knead the dough by hand 🙂
I have had this recipe saved for months waiting for when I would have time to make these and today was the lucky day. It wasn’t as difficult as I expected and they are definitely yummy! Just curious what size cookie cutter you used? I had tons of dough leftover.
Wonderful, Krista! So happy to hear it. I believe I used about a 4 inch cookie cutter, but if you ever have leftover dough you can always make more!!
what if i dont have dough hook? can i just using my hand ?
Yep!
Is there a way to make the dough in advance and have it retard in the fridge and then go back to it?
Of course!
Wow!! Just made these. I have made fried doughnuts before and in comparison, these are amazing!!! I always thought the fried were good but these make my other recipe seem awful! Think I’ll be playing around with fillings and toppings! Thanks!
So happy to hear that!
I did use coconut milk in the filling and it worked out fine. Honestly didn’t change flavor.
How much yeast if your doing it from the jar? And how would you make the dough if your using the jar yeast? The same way it says in the recipe but after the yeast sits for a few? And can I use lemon juice instead?
Can I substitute anything for the yeast? I cannot have yeast in my diet and these donuts look too good to pass up!
Hi Mary! This recipe uses a yeast-raised dough, and we haven’t tried anything else as a substitute. You’re welcome to experiment though, we’d love to hear of your results! If you’re unsure what to use as a substitute, I’d then suggest looking for a yeast-free doughnut recipe instead, like our Old-Fashioned Sour Cream Doughnuts, Cookies and Cream Chocolate Doughnuts, Chocolate Fudge Cake Doughnuts, or our Homemade Chinese Doughnuts. Good luck!
These are what the baby inside me has been dreaming about all during the 1st trimester! Now that the nausea has passed I can make them for V-day!! Do you think I could sub coconut milk for the heavy cream?
Thanks!
Haha! Yay, glad you’re feeling better now! I’ve never tried with coconut milk so I’m not sure. If you did try that out, let us know how it went!
what size circle cutter do you use?
In your directions you say to let the donuts cool completely. Then immediately after that you say to dip the “warm donuts” in the cinnamon sugar.
Which is correct?
Thanks!
Can I omit the lemon zest?
Sometimes I feel like your replies come across as snarky. Such as asking the commenter if they read the recipe abs following up by quoting it.
I get that sometimes people not reading it entirely is frustrating, but you run a blog, you should be used to this.
These look absolutely gorgeous. Would they still be as fresh to eat the next day?
Hi Jane, thank you! Did you see the recipe? “Doughnuts are best served the day they’re made.”
These look really really yummy. Could you use a lemon curd as a filling also in these.
Sure!
Hi,
I absolutely love these doughnuts and can’t wait to try them, but can you please give me a good replacement for egg yolks?
I’m sorry, there is no good replacement for egg yolks in this recipe that I’m aware of 🙁
I plan to make these in high altitude. Baking is always a challenge…any tips? Maybe I should add some extra flour or cornstarch to the dough? Can’t wait to try these.
Hi Liz, unfortunately I have no experience with high altitude baking so I can’t offer much help. You might find this helpful: http://www.mountainmamacooks.com/high-altitude/
When I saw these in the email last week, I just knew I had to make them for our group on Friday. So I did.
I made the dough the night before and it rose enormously in the fridge.
I had two issues that are totally my own fault, but might help someone else:
1. Do not bake while Lasagne is already taking up the top shelf, they won’t brown on top (of course, silly me, but who wants to move three full and bubbly glass pans?)
2. They didn’t like the abrupt temperature chance from oven to kitchen. They sunk immediately when coming out, but luckily could still be filled.
The taste reminded me of something my granny always made for us- “Dampfnudeln”, which is also rich yeasted dough, but fried and steamed in a pan and served with lots of Vanilla sauce.
So good! The husband had some more today for breakfast =)
Totally feel you on the texting overload. Mine actually extends to phone calls too! The doughnuts look delish btw 🙂 If only doughnut shops carried items like this 😀
Yes! Though I feel like I rarely get unsolicited phone calls anymore.
also I would love a nutella version of this 😀
I cannot WAIT to make these! Thanks Tessa for the great recipe! 🙂
Those look amazing!!