Preheat oven to 176 C | 350 F. Spray a 24-count mini muffin pan with cooking oil spray; wipe over excess with paper towel and set aside. Alternatively, use a cake pop tray or cake pop maker.: The warm, dry oven smell signals readiness, and preheating to 176 C | 350 F ensures even rise from the moment the batter goes in. I can tell the oven is at the right temperature when the element cycles quietly and the air inside feels consistently warm if you hold your hand near the door, without being hot enough to burn. Preparing the pan with a light coat of oil prevents sticking and helps the bottoms brown evenly, while wiping excess avoids pooling and uneven frying of the edges. If you skip the wipe step, the oil can collect and cause one side to brown faster, so always remove excess. A common mistake is not preheating long enough, which can make the donut holes dense instead of airy.
In a large bowl, whisk all of the dry ingredients together. Make a well in the centre and add the oil, egg, vanilla and milk. Whisk the batter until smooth and lump free.: As you whisk the dry mix, you should see a uniform pale mixture with tiny specs of baking powder and soda dispersed, which is your visual cue that the leaveners are distributed. Making a well helps the wet ingredients incorporate gently, reducing over mixing which would tighten gluten and yield a tougher crumb. When you whisk in the oil , egg , vanilla , and milk , watch for a glossy, slightly thick batter that flows slowly from the whisk. The batter should be smooth and free of lumps, but still a bit thick so it holds shape when spooned. Over mixing or adding too much liquid will thin the batter, leading to flatter donut holes, so stop once it is homogeneous.
Spoon the batter (about 2 teaspoons) into each muffin hole, filling to 3/4 full. Bake for 10-15 minutes, or until they are golden in colour and a toothpick inserted into the centre of a donut comes out clean. Allow them to cool for 5 minutes. While they're still warm, gently roll each donut hole into the sugar until evenly coated.: When spooning, you should hear a soft thud as the batter drops into the tin, and the little domes should sit neatly in each cavity. Filling to 3/4 full gives room for the tops to puff and form a rounded crown. During baking, the tiny cakes will scent the kitchen with a warm, bready aroma and the tops should turn a light golden hue. The toothpick test ensures the centers are set, and a slight spring when touched confirms doneness. Cooling for five minutes lets them firm slightly so they do not break when handled. Rolling warm donut holes in the coating sugar creates a fine, sparkling crust; if they are too hot, the sugar will melt into a glaze rather than coat, so roll while just warm. A common pitfall is overbaking which dries them out, so watch closely in the final minutes.
While the donuts are baking, make the cheesecake filling. Combine the cream cheese together in a small bowl with the sugar. Beat until smooth and combined. Add the strawberry jam, jelly or topping and mix through slowly until creating an almost marble/swirl effect (if using jam, make sure any bigger fruit pieces are removed before using, or they will get jammed in the nozzle).: As you beat the cream cheese with the powdered sugar , the mixture should become pale, glossy, and silky. Smoothness tells you there are no lumps and that the filling will pipe cleanly. When you fold in the strawberry jam , move gently to create a marbled swirl rather than fully blending; you will see ribbons of pink against the creamy base. This visual contrast is part of the charm. If the filling becomes too thin, chill briefly so it firms; if it is too stiff, a teaspoon of milk will loosen it. One mistake to avoid is using jam with large fruit chunks, which can clog the piping tip, so strain or mash any big pieces first.
Fill a piping bag with the cheesecake filling, and using a narrow nozzle, fill each donut with the strawberry cheesecake until they puff up and expand (not too much or the donuts will overflow).: When piping into the donut holes, you will feel slight resistance that eases as the filling enters the center. The surface of each donut will give a tiny puff and look slightly domed when filled correctly. The filling should feel cool against your skin if you test a small dab, contrasting with the warm cake. Stop filling if you notice the filling beginning to seep out the sides, as overfilling can cause messy leaks during serving. If you encounter clogging at the nozzle, stop and clear it with a toothpick rather than forcing, which can tear the dough. A typical error here is rushing and overfilling, which spoils the neat round shape, so pipe slowly and watch the surface for that gentle puffing.