Can you just pipe filling into the donut after it's fried? or do you need to make a space somehow?
Just squirt it in....but not too much.
If you like a lot of filling you can alway stick a skewer into the donut and make a gentle sweep of the interior careful not to get too close to the sides. Then place the tip of your pastry bag at the hole and fill gently.
I do this with my cream puffs too so I don't have to cut the tops off.
"vaherbmom" Here is a website you ought to see. It takes you through, step by step, with two different methods:
Lisbet, that was great, thanks!