About the only thing that comes to my mind is some kind of hot sauce or cayenne pepper of some sort. I don't know if it is technically a thermogenic, but damn it makes ya feel hot.
Maybe try a super spicy meal before bed, or just eat a few jalepenos straight maybe? Course this route would depend on the constitution of yer leather donut tho, some catch fire easily, others seem to have no problem with it.
Is it possible to use your own capper to just encapsulate cayenne pepper and swallow it for the heat effect without the discomfort on the tongue? Body would react the same, but mouth wouldn't be on fire that way.