Learning how to fill doughnuts with pudding or custard is an easy task. The only tools you need are a thin knife, pastry bag and nozzle for inserting the cream into the doughnuts. All of these items can be purchased at most grocery stores and are available online.
After the doughnuts have been fried, set them to drain on a paper towel. When the doughnuts are cool enough to safely handle, take a sharp, thin knife and insert it into the side of a doughnut. Push the knife through the center of the doughnut and almost to the other end. Do not allow the knife to pierce through to the other side, because the icing will spill out when you are filling the doughnut. Fill a pastry bag with doughnut cream. The nozzle should have a 1/4-inch hole at the end. Insert the nozzle into the slit you made in the doughnut and squeeze a small amount of the cream into it.
Doughnuts are filled with many different kinds of cream. Canned pudding can be piped into doughnuts and any flavor of boxed pudding can be prepared before making the doughnuts and used as a filling. Store-bought or homemade custard is another good filling for cream-filled doughnuts.