If they’re not possible then we’re going to have a lot of problems when we try to build rotating space stations for artificial gravity!

More seriously though, there is as always math for this. For an object to remain torus shaped it has to resist gravity trying to pull it into a more spherical shape around the centre of mass. More info here if your curious https://astronomy.stackexchange.com/q/2092/501

Yes but what size is torus-sized? Is a torus bigger than a pyramid?

lots of planets have rings. it just depends on how you define space object...