Scald milk in a small saucepan--scalding is when you see bubbles begin to form around the edge of the pan. The temp is about 180F/82C/. Remove from heat and cool to lukewarm.
Place the lukewarm milk in the bowl of a stand mixer and sprinkle the yeast on top. Let this stand for 5 minutes. Add 1 cup of the flour, mix together and let this stand for 20-30 minutes--till it gets nice and bubbly.
Next add the melted butter, sugar and salt and mix. Add the beaten egg yolks. Switch to the dough hook and add only enough of the remaining flour to get a soft, moist but not sticky dough. Knead for 2 minutes. If the dough appears sticky, add another tablespoon of flour. Transfer the dough to an oiled bowl, cover and let rise until doubled--about 90 minutes.
Line a baking sheet with parchment.
Roll out dough to 1/2-inch/1.25 cm thickness. Cut using a 3-incb/3.75-cm biscuit or tart cutter. A drinking glass of the same diameter works just as well.
Place the dough rounds on the prepared sheet. Cover with a cloth or paper towel (you don't want the dough getting damp, hence the cloth. Let rise for 30-40 minutes.
Meanwhile, heat the oil in a deep skillet to 360F/182C. If you have a deep-fat fryer, that works very well because it will maintain the proper temperature.
Carefully add the dough to the hot fat--don't crowd the pan, work in shifts. In a 12-inch skillet, I fried 3 at a time.
Fry until the side in the oil is a very deep brown (but not burned), then flip them over and fry to the same color--hint--I use wooden chopsticks for this.
Remove to a cooling rack to drain and while they're still hot, roll them in sugar. Then let them cool completely.
When the donuts are cool, use a sharp knife and cut a small slit in the side of each donut. You can use a pastry bag to fill them using the plain round tip, filling with about 1 tablespoon of the jam.