I’m spoiled living in New York. I get the perfect Baker’s Choice Jelly Doughnut filling. They also have custard.
You might have to ask at one of the local bakeries. If you’re lucky, maybe they’ll even sell you some.
The strawberry jam that they sell in the stores comes out excellent. My first attempt at making doughnuts was in E”Y, with the jam that they sold in the stores. They were great! (a jello filling would be weird).
Don’t forget to add a bit of sweet wine to your dough to give it that perfect taste.