Step 1: Make the Donut Dough
In a large bowl, combine the warm milk, sugar, and yeast. Let sit for 5 minutes until foamy.
Add the melted butter, eggs, and salt to the yeast mixture. Stir to combine.
Gradually add the flour, mixing until a soft dough forms. Knead the dough by hand or with a stand mixer for 8–10 minutes, until smooth and elastic.
Place the dough in a greased bowl, cover with a clean kitchen towel, and let rise in a warm place for 1–2 hours, or until doubled in size.
Step 2: Shape and Fry the Donuts
Roll the risen dough to about 1/2-inch thickness on a floured surface. Use a biscuit cutter to cut out circles.
Place the donuts on a parchment-lined tray, cover lightly, and let rise for 30 minutes.
Heat vegetable oil to 350°F (175°C) in a deep fryer or heavy-bottomed pot. Fry the donuts in batches, 1–2 minutes per side, until golden brown.
Transfer to a paper towel-lined tray to cool.
Step 3: Prepare the Cheesecake Filling
Beat the cream cheese and powdered sugar in a bowl until smooth.
Add the vanilla extract and heavy cream, beating until light and fluffy. Transfer the filling to a piping bag with a round tip.
Step 4: Fill and Glaze the Donuts
Use a skewer or knife to make a small hole in the side of each donut. Pipe the cheesecake filling into each donut until full.
In a bowl, whisk together the powdered sugar and strawberry puree to make the glaze. Add milk, one teaspoon at a time, if the glaze is too thick.
Dip the tops of the donuts into the strawberry glaze and garnish with fresh strawberry slices or sprinkles, if desired.