Shouldn't be a problem at all. I've seen lots of people bring donuts through the checkpoint no problems. Even the dreaded jelly/cream filled donuts. Just remember, TSOs can be bought and bought cheaply!

BTW, for those of you who think taking a bite would actually stop a TSO from eating a donut that wasn't allowed through, think again! I mean, have you seen the average shape of a TSO??? No donut would be spared...