Making Doughnuts with Balsamic Blueberry and Cheesecake Filling is easier than you might think. Just follow these steps:

For the Balsamic Blueberry Filling:

1. In a medium saucepan, combine blueberries, balsamic vinegar, and sugar over medium heat.
2. Cook for about 5 minutes, stirring occasionally, until the blueberries begin to burst.
3. In a small bowl, mix cornstarch and water until smooth, then add to the blueberry mixture.
4. Cook for an additional 2-3 minutes until thickened.
5. Remove from heat and let cool. Refrigerate for at least 30 minutes.

For the Cheesecake Filling:

1. In a bowl, beat softened cream cheese until smooth.
2. Slowly add powdered sugar and vanilla extract, mixing until fully combined.
3. Add heavy cream and beat until light and fluffy.
4. Refrigerate until needed.

For the Doughnuts:

1. Prepare the Dough: In a large mixing bowl, whisk together flour, sugar, baking powder, salt, and nutmeg.
2. In another bowl, combine melted butter, egg, milk, and vanilla extract. Mix until well combined.
3. Gradually add the wet ingredients to the dry ingredients and mix until just combined.
4. If desired, use a doughnut pan to bake the doughnuts at 350°F (175°C) for 15-20 minutes, or choose to fry them in hot oil until golden brown (about 2-3 minutes per side).
5. Once cooked, place the doughnuts on a paper towel or wire rack to cool.
6. Fill the Doughnuts: Once cool, use a piping bag or a spoon to fill the doughnuts with the cheesecake filling first, followed by the balsamic blueberry filling as desired.
7. Finish: After filling, you may dust with powdered sugar or drizzle with extra balsamic reduction for an extra touch.