I was just reading all the old posts about growing peaches from seed, hoping to find that same answer. A few people noted that donut/Saturn peaches are harder to germinate than late peaches, like here:
Here are a few more threads that talk about peach germination generally:
I’ve been saving donut peach seeds to germinate and grow in pots in my greenhouse, and I figure I’ll plant them all outside next year and cull any that get bad leaf curl (which might be all of them here in the PNW!).
For mine, I’ve removed the shells. They came apart pretty easily in my hands, I only had to use a nutcracker on one out of seven seeds so far. They all looked like healthy seeds inside, though small and misshapen, as you might expect from the funny shaped pits. I’m storing them in a damp paper towel in a takeout container in the fridge, and checking regularly to change the paper or remove any that start to mold (none so far).