Google "Lemon-Filled Donut" and you get the authority on donuts as the first result.
Notice there is no word "jelly" nested between lemon and donut.
Now. Borrowing your logic (and other donut aficionados from the WA area), anytime you plug a donut full of filling, it's automatically a
jelly donut. Hence the ketchup and mayonnaise references. Doesn't matter that what's being put in the donut isn't jelly, we should just call it a jelly donut anyway. That's the protocol as I understand it. Fine. Let's go with that. Here's a video of custard being injected into what should now be known as a chocolate custard jelly donut.
[youtube]http://www.youtube.com/watch?v=MD4IDknMwx0[/youtube]