Authentic Paczki is really difficult to find in Phoenix. I'm not Polish, but grew up in the Detroit area where the Fat Tuesday ritual was a trip to Hamtramck for Paczki. After nearly exhaustive internet searches, I stumbled upon Polish Goodies and can say without hesitation that Polish Goodies makes the best Paczki in The Valley. I bought plum (yes, prune), and raspberry filled. They had the rose hip jam filled, as well, and orange. Don't expect a sugary donut. Paczki is made from a yeast dough, not too sweet, not at all cake-like. (More delicious than a donut so don't call them donuts.)
Highly recommend, especially fellow Midwesterners who grew up with a Polish community nearby and need the real deal, not boxed from Safeway or Bosa Donuts. Even Liberty Market makes them, but they don't use traditional fillings. Try Polish Goodies -- real Polish people making great Polish delights.
The neighborhood is a little on the sketchy side, but I live in Scottsdale and that can be said of just about anywhere outside of Scottsdale. So, humor me.