No one needs a doughnut pan the same way that no one needs doughnuts in the first place. But do I want one? After seeing those Apple Cider Doughnuts that Leela baked up earlier this month, you bet I do!The advantages of a doughnut pan are clear. Baking them in a pan is infinitely easier and less messy than deep-frying. Baking instead of deep-frying is also healthier, though the amount of butter and sugar that still goes into these recipes hardly qualifies them as a healthy food (sadly!).