Doughnut Vault

Bakery

in Near North & Navy Pier

This teensy, chandelier-clad shop is indeed in a vault – an old bank vault – with room for only a handful of people. The glazed doughnuts (vanilla or chestnut) are the beauties here, giant and fluffy as a pillow. These usually sell out before closing time, so check Twitter (@doughnutvault) before embarking. Don't be put off by the queue: it moves fast.

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