The food known in Mandarin Chinese as 油條 (yóutiáo), but which in Taiwanese goes by the name 油炸粿, is basically a fried stick of dough, similar to a cruller, but puffier rather than cakey. The traditional way of eating it is to wrap it inside a 燒餅 (a sesame-coated flatbread), and dip the entire combination into a bowl of hot soy milk. I prefer salty soy milk, but some people prefer sweet. (Those people who prefer the sweet version are clearly wrong.)
Obviously, the donut sandwich was invented before the low-carb diet craze.
Sidebar: Salty soy milk (鹹豆漿) is one of those nostalgia breakfasts for me, or more accurately, one of those manufactured nostalgia breakfasts, because I didn't actually eat it that much as a child.
Sidebar 2: For authentic Chinese food in Seattle, my choice is Chiang's Gourmet. They have an extensive menu of standard Chinese breakfast foods. The service is surly, but that somehow just adds to the experience.