In a small bowl, dissolve the yeast in warm water and let the mixture sit for about 5 minutes, or until foamy.
Lightly knead the risen dough just to deflate it. Using a rolling pin, roll the dough into 1/2 inch thickness. Use a cookie cutter that is 3 and 1/2 inch in diameter and cut 16 circles from the dough. Place each circle on pre-cut individual square wax or parchment paper and place them on baking sheets.
Turn the oven on for one minute only then turn it off. Place the baking sheets inside. Fill a glass jug or bowl with boiling water and place it in the oven, too. This creates steam inside to prevent the dough from forming a skin. Let the dough rise for about 30-40 minutes, or until the size is at least doubled.
Once the underside is golden, turn it over and cook the other side. Each donut should only take about 2 minutes or so to cook. Place each cooked donut on a tray or plate lined with paper towel.
In a bowl of a stand mixer (or use a handheld mixer), whisk the whipping cream until stiff peaks are formed. Cover and store in the fridge until needed.
Dissolve the coffee powder in hot water. In a large bowl, beat together cream cheese and powdered sugar using low speed until creamy and smooth. Add in vanilla extract and the coffee. Continue to beat just until incorporated. Fold the whipped cream into the cream cheese mixture.
Fit a basic piping tip into a large piping bag. Fill it with the cream. Poke the piping tip into one edge of a donut and dispense cream inside it. Repeat with the rest of the donuts.
To glaze the donuts, spread a generous amount of cream into the top surface. Sprinkle a little amount of cocoa powder over the glaze.
Store leftovers in a tightly covered container.
Yeast donuts recipe adapted from Christina's Cucina.