Translation:Are you eating a jelly doughnut or is that a lörtsy?
On any given grocery store shelf in Finland, "munkki" will be used to refer to donuts. It doesn't matter if there is jelly or not, or whether there is a hole in the middle. The only possible reason I can imagine that they'd include, let alone insist on, "jelly" here is a failed attempt to distinguish between "donutsi" (doughnuts with holes, which may or may not have jelly) and "munkki" (any donut). Anyone trying to get a good understanding of the difference in the terms is recommended to compare Google image search results. Jelly is irrelevant, do please don't be misled here.
Jelly is only jam in the USA, in the rest of thr English speaking world its the same as the American jello