For those of you not in the know, Paczki Day is held every Thursday before the Catholic tradition of Lent.
The Polish doughnut is normally filled with jelly or something sweet in the middle.
Traditionally, Fat Tuesday is a carnival or celebration held by Catholics on the day before Ash Wednesday to enjoy rich, fatty foods before fasting for Lent. Although in Poland the holiday is celebrated on the previous Thursday and called Fat Thursday--or Tlusty Czwartek--the intent is the same, and it is where paczki comes from.
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Paczki, pronounced "punchkey," are sort of like doughnuts filled with jelly or jam, and traditionally were made to use up the lard, sugar, eggs and fruit.