Preheat your oven to 350°F (175°C). Grease a doughnut pan or use silicone molds for easy doughnut release.
In a medium bowl, whisk together flour, baking powder, baking soda, salt, and pumpkin pie spice. Set aside.
In another large bowl, cream the sugar and cream cheese together until smooth. Add in the pumpkin puree and mix until well combined. Then, add the eggs one at a time, mixing until fully incorporated.
Gradually add the dry ingredients to the wet mixture, stirring gently until just combined. Be cautious not to overmix.
Using a piping bag or a spoon, fill each doughnut mold about halfway full to allow for rising. Smooth the tops if needed.
Place the filled pan into the preheated oven and bake for about 12-15 minutes, or until a toothpick inserted in the center comes out clean.
Let the doughnuts sit in the pan for about 5 minutes before moving them to a wire rack to cool completely.
While the doughnuts cool, mix together the remaining cream cheese, a bit of sugar, and vanilla to create your cheesecake filling. Ensure it’s smooth and creamy.
Once the doughnuts are cool, use a piping bag to fill each with the cheesecake mixture through one of its sides.
If you’d like, drizzle your favorite glaze or melted chocolate over the top for an extra treat.
