http://revach.net/article.php?id=1458

Section: Moadim   Category: Chanukah
Rav Shlomo Zalman Auerbach Tells Us The Secret Behind Chanukah's Jelly Doughnuts

Jelly Donuts or "Sufganiyot" are customarily eaten on Chanukah.  Why?  Rav Shlomo Zalman Auerbach says the gemara (Avodah Zara 52b) says that when the Chashmonaim were victorious they entered the Bais HaMikdash and cleaned it up and purified it from the Tumah.  However they had no viable solution to salvage the stones of the Mizbei'ach and had to bury them. 

After eating Donuts we make an "Al HaMichya" where when we ask Hashem to rebuild Yerushalayim and the Bais HaMikdash we specifically ask for rachamim "Al Mizabachacha" on the Mizbei'ach unlike Birchas HaMazon where we don't find specific mention of the Mizbei'ach.

What about the Jelly?  The gemara in Sotah says that since the Bais HaMikdash was destroyed the taste of fruits have never been the same.  Fruit is associated with the Mizbei'ach.  Therefore we add fruit jelly to our donuts.  (Shalmei Moed)