Creating Baked Crème Brûlée Donuts can be straightforward if you follow these simple steps:

1. Preheat Oven: Preheat your oven to 375°F (190°C) and grease a donut pan.
2. Mix Dry Ingredients: In a large bowl, whisk together flour, sugar, baking powder, and salt until well combined.
3. Combine Wet Ingredients: In another bowl, mix milk, melted butter, egg, and vanilla extract. Whisk until smooth.
4. Blend Mixtures: Gently fold the wet ingredients into the dry ingredients until just combined, being careful not to overmix.
5. Fill Donut Pan: Spoon the batter into the prepared donut pan, filling each cavity about halfway.
6. Bake: Place in the oven and bake for 12-15 minutes, or until the donuts are lightly golden and a toothpick inserted comes out clean.
7. Cool: Allow the donuts to cool in the pan for 5 minutes before transferring them to a wire rack to cool completely.
8. Prepare Crème Brûlée Topping: In a small saucepan, heat heavy cream over medium heat until just simmering. Remove from heat and let cool slightly.
9. Caramelize Sugar: Once donuts are completely cool, sprinkle about 1 tablespoon of sugar on each donut. Using a kitchen torch, caramelize the sugar until golden and crisp.
10. Serve: Allow the topping to cool for a few minutes until hardened before serving.

Following these steps will guide you in creating these delightful donuts effortlessly.