When making filled cupcakes, is it possible to bake a custard filling in it?
I'm a bit late answering, but I make my own vanilla custard which is quite thick, and put some of the muffin mixture into the pan, then spoon a teaspoon of custard, or lemon curd then top up the rest of the muffin mix.  Works well.  You can make coconut lemon muffins (with lemon butter), or apple and custard muffins sprinkled with cinnamon and sugar.  Banana muffins can have a tsp. of caramel Top N Fill in their centre, quite yummy.

Custard Recipe:
2 rounded tbsp.real corn flour, 2 tbsp. sugar, 9 flat tbsp. of full cream powdered milk, 1 large egg.  Mix together in a microwave proof jug with 100ml cold water, then add a further 300 mls of water and mix well.
Microwave on medium for 3-4 minutes, stir well, then repeat on medium for a further 3-4 minutes.  Stir well.  If the custard hasn't thickened by this point, just continue for a minute each time till it does.  Add 1 tsp. vanilla.
If the custard is lumpy, strain it through a sieve while its still hot. Leave it to cool, then use as above.

Banana Custard
Make as above and slice 2 or 3 bananas into the mixture while the custard is still hot.  Pour into a bowl and sprinkle with dessicated coconut and nutmeg. Let cool. Scrumptious.