You should always keep the cream filling in the refrigerator. If it sits out, the eggs and dairy in it will spoil. If you want to fill the donuts before serving, store them in an airtight container in the refrigerator. Let them sit out for at least 30 minutes to allow the donut to come to room temperature, or it could feel dry and tough when you bite into it. However, he best option is to leave the donuts unfilled at room temperature, then fill them with cold chocolate cream just before serving. The refrigerator dries out baked goods, and the donuts will stay fresher longer if they're stored at room temp.