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The problem here is “jelly”, which, unless you are talking about red bean paste (adzooki or anku) (or variations on a theme, including bandelon, you’d probably be better off thinking of Penang style Shrimp Paste: It is known also in many other languages as:

Terasi

Ngapi

Kapi

(กะปิ

belacan

mắm ruốc

mắm tép

mắm bagoong alamang

bagoong aramang

haam ha/ha jeung

hom ha/hae ko

D’Oro Yaki from Japan might well serve as a sort of “doughnut” but I can’t think of any SE Asian product that would meet the requirements ~ “wheat” being an imported product.

So, a shrimp paste stuffed d’oro yaki might be a visual substitute for a crurler or berliner, but not quite the same thing.