Mix together the yeast, 2 tablespoons of the sugar, and the milk.
Let sit to make sure it bubbles. Sift the flour and mix it with the remaining sugar, salt, cinnamon, egg yolks, and the yeast mixture.
Knead the dough until it forms a ball.
Add the butter or margarine.
Knead some more, until the butter is well absorbed.
Cover with a towel and let rise overnight in the refrigerator.
The next day, roll out the dough to a thickness of 1/8 inch. Cut the dough into 24 rounds with a juice glass, or any object about 2 inches in diameter.
Take 1/2 teaspoon of jam and place in center of 12 rounds.
Top with the other 12.
Press down at edges, sealing with egg whites. Let rise for about 30 minutes.
Heat 2 inches of oil to about 375 degrees.
Drop the doughnuts into the hot oil, about 5 at a time.
Turn to brown on both sides.
Drain on paper towels.
Roll the doughnuts in sugar.