Search the indicted location on the listed hub planet to find a hidden doughnut:

Nok: During Loontern's second quest on Nok, you will need to defeat 20 enemies in a prison area. Search the top level of cells to find the hidden doughnut.

Ysmault: Look for a burning building on Ysmault, where the Heatwave character stud is found. There is a crack in that same building that can be smashed open with a super strong character to reveal a doughnut.

Zamaron: Teleport to Zamaron, and use a flying character. Fly over the teleporter, and go past the Star Sapphire minifig statue. Just north and a little west of the statue is a rocky hill with crystals sticking out. The rocky hill is close to the starting point for Loontern's third quest. There is a tiny donut on the top of the hill. Land and walk into it, or hit it, to collect the doughnut.