In the bowl of a stand mixer, mix the warm milk, 2 tablespoons sugar, and yeast. Let stand for 5 minutes to proof. Once the yeast mixture is frothy, mix in the eggs.

Next, add in the flour and salt. Mix just until the flour is somewhat incorporated, and starts to form a dough.

Use a dough hook to knead the dough for 2 minutes, to fully incorporate the flour. Add in the butter, and let the mixer knead the dough for 6 minutes.

Once the dough is kneaded, roll it into a ball and place it in a large, greased bowl. Cover with a clean kitchen towel or plastic wrap, and set it aside to rise in a warm place for one hour, or until doubled in size.

When the dough has risen, turn it out onto a well-floured surface. Line a baking sheet with parchment, and set aside.

Using a rolling pin, roll out the dough into a large disc about ¼ inch thick. Use a 2 - 3 inch biscuit cutter to cut whole donuts from the dough. Carefully transfer the donuts onto the prepared baking sheet, leaving at least 1 inch between them for rising. Roll the remaining scraps of dough back into a ball, and roll again to a ¼ inch thickness. Cut out as many donuts as possible, and repeat until all of the dough is used.

Cover the donuts with a clean kitchen towel, and let rise for 1 hour or until doubled in size. 

When the donuts only have about 10 minutes left of rise time, start heating the oil. Place the oil into a stock pot or Dutch oven, and place over medium heat with a kitchen thermometer clipped to the side of the pot, just inside the oil. Heat the oil to 350°F, and watch it carefully to keep it as close to 350°F as possible during the cooking process. Line a baking sheet with paper towels, and arrange a cooling rack over it.

Once the donuts have risen and the oil is hot, carefully place 2 - 3 donuts at a time into the hot oil, and fry them for 1 - 2 minutes per side. When they are done, place them on the prepared cooling rack.

Make the cheesecake filling by adding all of the ingredients to the bowl of a stand mixer, fitted with a paddle attachment. Beat the ingredients on high speed for 2 minutes, or until a smooth, fluffy filling has formed. Spoon the filling into a piping bag fitted with a round piping tip.

Fill the donuts: Press the piping tip into the side of a donut, and gently press the piping bag to fill the donut. The filling will push the piping tip out of the donut when it is full.

Fill the donuts with cheesecake filling, the jelly of your choice, and Nutella. Dust with powdered sugar, and serve immediately.