Doughnuts:
In the bowl of a stand mixer with a dough hook, combine the lukewarm buttermilk, sugar, and yeast. Let it sit for 5-10 minutes until foamy.
Add the flour, salt, egg, and olive oil. Mix on low speed until the dough forms. Continue mixing for 10-12 minutes until the dough is soft and smooth. When stretched, the dough should pass the “window pane” test.
Shape the dough into a ball and place it in a bowl covered with plastic wrap. Refrigerate for at least 3 hours or overnight.
After chilling, turn the dough onto a lightly floured surface. Weigh the dough and divide it into 10 equal portions. Roll each portion into a tight ball.
Place each dough ball on a parchment square and transfer them to a baking sheet, leaving space between them. Cover and let proof for 35-45 minutes, until slightly puffed.
Heat Filippo Berio Extra Light Olive Oil in a heavy-bottomed pot to 350°F (180°C). Place a wire rack over a parchment-lined baking sheet and set aside.
Fry the doughnuts, two at a time, flipping every 30 seconds, for 6-7 minutes until golden brown. Transfer to the cooling rack. Toss the doughnuts in sugar while still warm and let them cool completely.
Balsamic Blueberry Filling:
In a small saucepan, combine all ingredients. Cook over medium heat until the mixture boils, stirring often. Simmer for 5-6 minutes.
Strain the mixture, reserving the fruit. Return the liquid to the saucepan and cook until slightly reduced, about 2-3 minutes. Stir the fruit back into the liquid and refrigerate until chilled.
Cheesecake Filling:
In a medium bowl, combine cream cheese, powdered sugar, vanilla bean paste, salt, and heavy cream. Stir with a spatula, then whisk until smooth. Alternatively, use a stand mixer with a whisk attachment.
Assembly:
Transfer both the balsamic blueberry and cheesecake fillings into piping bags fitted with medium round tips.
Pipe a small amount of balsamic blueberry filling into each doughnut by inserting the tip deep into the doughnut.
Follow with the cheesecake filling, filling the doughnuts until they feel heavy. Top each doughnut with a small dollop of cheesecake filling.