ELI5 Donuts - why the association with the police?

Why do powdered donuts feel cold? Why are donuts often associated with the police? Where does the donut come from? How did the hole get invented?

... we explain like I'm five

Thank you to the r/explainlikeimfive community and in particular the following users whose questions and comments formed the basis of this discussion: cmonster194, speckledeggs, informationhorder, daracmarjal, liamthebobbitt, zyreal and crazykiahl

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