Preheat oven to 400° F.
In a glass mixing bowl, mix together dough ingredients (minus the oil). Microwave in 1-minute increments, stirring in between each minute until cheese has melted and dough has come together.
Roll out into a 1-inch thickness. Using a biscuit cutter, cut circles out and place on a parchment-lined cookie sheet.
Bake for 9 minutes.
In a small saucepan, heat olive oil to 350 °F.
Drop baked doughnuts into the oil and cook on each side until browned, around 20-30 seconds each.
Remove from oil with a slotted spoon and place on cooling rack.
In a mixing bowl, whisk together pudding mix and almond milk for crème. Pipe into doughnuts, filling them up.
Whisk together sifted cocoa and confectioners sweetener. Add milk and whisk until smooth.
Dip the tops of the doughnuts in the glaze and allow to harden.