Pour the coffee cream filling into a piping bag fitted with a long, thin piping tip. Tie the top of the piping bag shut. Alternatively, you could use a Ziploc bag instead of a piping bag and piping tip. Snip off the very end of one of the corners of the Ziploc bag and proceed.
To create a small hole in the donut, I like to use a chopstick. First, poke the stick into the donut, stopping right before it goes through the other side. Then, gently wiggle the stick around in a circular motion to create more space inside the donut for the coffee cream. Lastly, take your filled piping bag and gently place the piping tip inside of the donut, all the way to the bottom of the hole. Begin gently squeezing the filling into the donut while gradually pulling the piping bag up and out.
To coat the donuts, simply roll them in the sugar of your choice! If you use powdered sugar, sift it first, as it is often very lumpy.