Preheat a grill to medium-high on one side; keep the other side unlit. In a bowl, mash the raspberries with the lemon juice.
Oil the unlit side of the grill; add the doughnuts, cut side down. Cover and grill until the doughnuts just begin to brown, 1 to 2 minutes.
Divide the doughnut bottoms among 4 plates. Top each with a scoop of ice cream, some of the raspberry sauce and a handful of blueberries. Cover with the doughnut tops.