Making Baked Crème Brûlée Donuts involves a few straightforward steps:

1. Preheat the Oven: Preheat your oven to 350°F (175°C) and lightly grease a donut pan.
2. Mix Dry Ingredients: In a mixing bowl, combine the flour, sugar, baking powder, salt, and cinnamon. Whisk them together until evenly mixed.
3. Combine Wet Ingredients: In a separate bowl, whisk together the milk, egg, melted butter, and vanilla extract.
4. Combine Mixtures: Gradually add the wet mixture to the dry ingredients while stirring gently until just combined and smooth.
5. Fill the Donut Pan: Using a piping bag or zip-top bag with the corner snipped off, pipe the donut batter into the prepared donut pan, filling each cavity about 3/4 full.
6. Bake: Bake in the preheated oven for 15-20 minutes, or until the donuts are lightly golden and spring back when touched.
7. Prepare the Topping: While the donuts cool, mix together the heavy cream and granulated sugar in a small bowl.
8. Top the Donuts: Once the donuts are cool enough to handle, drizzle the sugar cream mix over the top of each donut.
9. Caramelize the Sugar: Using a kitchen torch, carefully caramelize the sugar topping until it becomes golden and crispy. Alternatively, you can broil them in the oven for a couple of minutes, but watch closely to avoid burning!
10. Cool and Serve: Allow the donuts to cool slightly so the topping hardens. Serve warm for the best experience.