Strawberry Cheesecake Stuffed Donuts

Ingredients
For the Donuts:

1 cup warm milk
2 teaspoons active dry yeast
2 tablespoons sugar
2 1/2 cups all-purpose flour
1/2 teaspoon salt
2 tablespoons unsalted butter, melted
1 large egg
For the Filling:

1 cup cream cheese, softened
1/2 cup powdered sugar
1 teaspoon vanilla extract
1/2 cup strawberry jam