No, I did not mean to say fattiest, nor did I mean to connect anything to the actual content of the food. Truth be told there are thousands of food types out there that are more fattening than donuts and even more habit forming too since donuts are not as readily available as things like potato chips.
If you have a dream about donuts then this means that you feel like you are going around in circles. You are trying to make progress in some aspect of your life but you are being held back by this. Perhaps it is because you think that you need to take another path or perhaps it is because you legitimately have no idea where you need to go but whatever the case you should stop where you are and figure out a new direction because this is not working for you and you know it.
Regardless of the actual fat content, a donut is known for being the stereotypically fat person food. So if you have a dream in which you are eating copious amounts of donuts it means that you need to seriously consider the junk that you are putting into your body and start considering the fact that this might not be such a good thing for you. Your mind is worried about it subconsciously and this is why it is happening. Therefore to have a dream like this suggests that you are worried about your weight possibly without even knowing it, but whatever the case, know that this is not healthy and this behavior should be stopped.