After you have completed the town meeting and have Brom in your party, go to the bakery. Talk to Kev to accept the quest to find the thief who keeps stealing his doughnuts. Go outside, and find the crumbs on the fountain. Then, talk to the girl in pink to the left. Next, talk to the other woman to the left, then move south to the tavern to find more crumbs. Finally, return to the bakery to find the thief and get "The Doughnut Thief!" achievement.