Shulchan Aruch Orach Chaim 168:13 writes that the Halacha is like the opinion that hamotzi only applies to baked products, however he brings a second opinion of Rabbeinu Tam who holds that anything that is a thick dough and not a thin batter is hamotzi even boiled or fried. Shulchan Aruch concludes that one who has Yiras Shomayim will satisfy both opinions by only eating it during a meal.
Our doughnuts are even more problematic, since they are eaten as a desert they would not be included in the hamotzi and it would not even help to make hamotzi first. Therefore, other more creative solutions are required. Therefore anyone G-d fearing should only eat sufganiyot as part of a bread meal, and should either make a beracha of mezonos on something else before he washes with explicit intention to exempt the doughnut, or at the end of the meal before eating the sufganiya he should make a mezonos on something that certainly requires a beracha during a meal such as Bisli.
While this is only a chumra, it is one endorsed by the Shulchan Aruch.