Estonia has a great pastry culture, but not so much a donut culture. Donuts are one of the foods that I miss from the US. The few donuts that they do have are often some of the most expensive pastries. I recently fell in love with this chocolate covered, chocolate sprinkled, and chocolate filled donut. It is fantastic. They sell it in all the grocery stores, I think it is frozen then thawed and I have no idea who actually makes it or where. It is great though, the king of Estonian donuts.
One of my favorite non donut pastries is the Banana dream! Inside of that beauty is an entire banana. Some chocolate bits and powdered sugar put it over the top.