At the Vegas Donut Bar in Downtown Las Vegas, they offer a grilled cheese sandwich on a huge, sliced, glazed donut with three cheeses and a spicy dipping sauce. It had to be done by somebody. This massive, gooey mess may be impossible to eat in a single sitting. I tried it once and had to lie down, but generally I go for their plain, cake donuts, which are the best I have ever had, and as of last year were still only a dollar a piece.