You're probably referring to sufganiot (sufganyot? Sufganiyot?)--the special Hanukah jelly donuts. Almost every kosher/Israeli place on the UWS offers them, but which ones are the best will always be debatable. At this time last year there was a thread on this topic--try doing a search for sufganiot (sp?) or jelly donuts nyc and you will come up with some ideas (and can see what a passionate topic this is for many of us folks). IMO, they're only good when they are warm to hot.
We made them a couple of years back--filled a sterile syringe with jelly to stuff them (helps having ready access to medical supplies) and were thrilled with the results (OK, now where was that recipe...?) Happily awaiting the chiming in of other chowhounds.