For the doughnut casserole, preheat the oven to 180 °C. Cut doughnuts into thin slices and layer in a fan shape in a shallow baking dish (24×18 cm).
Sprinkle cranberries on top. Mix eggs, milk, cinnamon, sugar and lemon zest. Pour egg milk evenly over the doughnuts.
Sprinkle nuts on top of the casserole. Bake on the bottom rack of the oven for 30 minutes. Sprinkle the doughnut casserole with jam sugar, if desired.