Patron Piper to access all of her videos! Cream filled because sometimes that's what you need: The Boston cream pie doughnut or donut is a round, solid, yeast-risen doughnut with chocolate frosting and a pudding filling, a miniature donut version of the Boston cream pie. The Boston cream doughnut was designated the official doughnut of Massachusetts in 2003 after the Boston cream pie itself was chosen as the state dessert in 1996.