Sometimes, you just want a quick food fix, but really cannot be asked to inject much insulin or pre-bolus.
Protein snacks and slow-acting carbohydrates are the snacks to go for. Mixing protein and fats with carbs slows down the digestion and glucose will enter the bloodstream at a delayed speed. This means that the blood glucose spike post the meal will be insignificant, or even non-existent.
Protein does not need a pre-bolus, if you are at a lower level already (e.g. 4.5 mmol/l to 5.7 mmol/l). The digestion is slow and eliminates the blood glucose rapid rise. However, protein still needs insulin, as it is partially converted into glucose during the breakdown process.
The snacks in this video are kind on your blood sugars and will keep you satisfied to your next meal.
By no means, if you want a donut, don't replace it with one of these: HAVE YOUR DONUTS! Use these on days when BG is being stingy or on days when you don't really want large snacks.