Preheat your oven to 350°F (175°C) and grease a doughnut pan with cooking spray.
In a large mixing bowl, whisk together the flour, granulated sugar, baking powder, salt, and cinnamon until well combined.
In another bowl, mix the milk, melted butter, eggs, and vanilla extract until smooth.
Pour the wet ingredients into the dry ingredients and stir until just combined. Do not overmix.
Spoon the batter into the prepared doughnut pan, filling each cavity about halfway.
Bake for 10-12 minutes, or until the doughnuts are golden brown and a toothpick inserted comes out clean.
Allow the doughnuts to cool in the pan for 5 minutes before transferring them to a wire rack to cool completely.
While the doughnuts are cooling, whip the heavy cream with powdered sugar until soft peaks form.
Once the doughnuts are cool, use a piping bag to fill each doughnut with the whipped cream.
To finish, sprinkle the granulated sugar evenly over the top of each filled doughnut. Using a kitchen torch, carefully caramelize the sugar until it forms a crispy crust. If you don’t have a torch, you can place the doughnuts under a broiler for a few minutes, watching closely to avoid burning.