Using a small circular pastry cutter, cut a 3/4-inch circle in the middle of each donut. Set aside, and prepare the fillings.
Place a dollop of frosting on the center of a large plate. Place a donut in the center, and cover the donut with a circle of frosting. Place another donut on top. Repeat until all donuts are used and a tower of donuts is created.
Use a small rolling pin to help stabilize the stack while frosting. Set in the freezer until firm. Remove from freezer and pour salted caramel cream cheese frosting from the top hole to the bottom hole. Return to freezer.
Remove stacked and filled donuts from the freezer. Place donuts on their side to create a long tunnel. Cover tunnel with remaining chocolate frosting. Drizzle with remaining salted caramel and top with chocolate shavings.