To make filled doughnuts, you can use a piping bag or a plastic squeeze bottle with a thin tip. After frying or baking the doughnuts, allow them to cool. Then, insert the piping tip into the side of the doughnut and gently squeeze the filling of your choice, such as jam, custard, or Nutella, into the center until it feels slightly plump. You can also roll the filled doughnuts in powdered sugar or glaze them for added sweetness.