Made fresh every day and delivered by a fleet of vans, Gran Canaria's Donuts are sold in shops and supermarkets all over the island. Look out for them on the counter of local bars and even in little shops and supermarkets. Buy them as early in the day as possible for maximum freshness and avoid on Sundays as they go stale fast and there is no weekend delivery.
The best ones are the original sugar doughnuts with the hole, but the chocolate-filled ones are pretty good too.