Yes, you can use this recipe to make filled Doughnuts. Two things that will change are: While shaping, roll it a bit thicker and do not cut the center of the round. While proofing the round, let it proof till it becomes fuller (a little dome-shaped) before frying. Also, while frying, do not use very deep oil. About 2.5- 3 inch deep oil should suffice. For making these sourdough doughnuts baked, bake at 350 0 F after brushing generously with melted butter, and bake until a golden brown crust is formed.