I would assume that baking them would not give them the same texture as a donut... aren't all donuts in some way deepfried??

I know you could probably used the stove with some oil in a pan with a grease screen if you don't have a deepfryer....

but i think it will be worth the mess.. get a little baby frydaddy!!! mmmmmmmmmmmm mmmmmm mmmmmmmmmm