Basically, a jelley filled doughnut is a sweetend bread dough, with egg added to the dough, and is fried until lightly browned and done through. it is glazed, or sprinkled with powdered sugar. As the doughnut cooks, the expanding gasses inside cause a bubble to form in the middle. This creates the space for the filling, be it custard, cream, or fruit.
Other flavors added to the dough can be, but are not limited to vanilla, nutmeg, cinamon, appspice, ginger, cloves, cardamon, etc. The great thing about these doughnuts is that you can flavor the dough to complement the filling, resulting in a richer flavor. Alas, cake doughnuts only come with vanilla and nutmeg.
Seeeeeeay; Goodweed of the North