Most bakeries BUY donuts, because they need dedicated fryers and there is a strong odour from the hot oil. Queens Pita makes their own. Royal Donut in Brooklyn (and podrigals) make most of the pareve donuts sold at kosher stores and bakeries in NY, a few get from Laromme in Monsey... some fast food stores make their own since they have deep fry machines going anyway... but there may be an aftertaste of french fries.
Here are some hints about what is out there, but they only seem to mention a limited selection
http://www.jewishpress.com/sections/food/donuts-donuts-donuts/2014/12/17/
↧