Heat oven to 375°F. In medium bowl, beat whipping cream and pudding mix with electric mixer on medium speed until thick. Cover; refrigerate.
Bake biscuits as directed on can; cool on cooling rack. Meanwhile, in small bowl, beat Chocolate Glaze ingredients with whisk until smooth, adding enough milk for desired glaze consistency. Cover; set aside.
To fill doughnuts, let filling stand at room temperature 5 minutes. Spoon pudding into decorating bag fitted with 1/2-inch wide tip. Insert tip into side of each biscuit. Squeeze about 2 tablespoons pudding mixture into center.
Dip top of each biscuit into glaze. Place on cooling rack over cooking parchment paper; let stand 10 minutes to allow glaze to set. Store in refrigerator.