Making Baked Cream Fried Donuts can be a fun and rewarding process when you follow these straightforward steps:

1. Preheat Oven: Start by preheating your oven to 350°F (175°C). Prepare a donut pan by lightly greasing it with cooking spray or butter.

2. Mix Dry Ingredients: In a large bowl, whisk together the flour, sugar, baking powder, and salt.

3. Combine Liquid Ingredients: In another bowl, mix the milk, vanilla extract, eggs, and melted butter until well combined.

4. Combine Mixtures: Gradually add the liquid ingredients to the dry ingredients, stirring until just combined. Avoid over-mixing to keep the donuts light.

5. Fill Donut Pan: Pour the batter into the prepared donut pan, filling each cavity about halfway.

6. Bake: Bake the donuts in the preheated oven for 15-20 minutes, or until lightly golden and a toothpick inserted into the center comes out clean.

7. Cool the Donuts: Once baked, remove the donuts from the oven and let them cool in the pan for about 5 minutes. Then transfer to a wire rack to cool completely.

8. Prepare the Cream Filling: While the donuts are cooling, whip the heavy cream until soft peaks form. Add powdered sugar gradually to taste.

9. Fill the Donuts: Once cool, use a piping bag to fill each donut with the whipped cream. Poke a small hole and inject the filling until you feel it expand.

10. Dust with Sugar: Lightly dust the filled donuts with powdered sugar before serving, adding a touch of sweetness and elegance.