Making doughnuts from frozen yeast roll dough is a simple process that first requires you to wait until the dough is completely thawed. To thaw yeast dough, set it on a counter and wait a few hours. When the dough has thawed, it will begin to rise. You can then roll it out and cut it into doughnut rings or you can make doughnut holes. All yeast breads, including yeast rolls and doughnuts, are made with the same, basic ingredients: yeast, flour, sugar, shortening, salt and a liquid. Doughnut dough is sometimes made with sweet dough rather than roll dough, but the sugary toppings you decide to use will add plenty of sweetness to your doughnuts.