If we are talking the sweet white russian (kahlua, vodka, milk) then I think it would work well in a donut. I thought OP meant the original original one which is just vodka and milk, in which case yuck.
I would take double cream and whip it until firm. Take some instant coffee granules and add a little water to make a strong solution. Whip this into the cream. Add some icing sugar to taste and whip in. Finally add a little vodka at a time incorporate but be careful not to add too much lest it split.
Probably as close as you'll get. I can't give quantities you'll have to do it to taste.
The resulting cream could be used to fill the donuts.
I was thinking more of a custard like consistency than cream. I could probably make a white Russian flavoured custard with relative ease... I'll report back when I get round to doing it!
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