Put flour into a bowl and create a well in the center. Dissolve yeast and 1 teaspoon sugar in a little milk. Pour into well and sprinkle with flour. Cover and let rise in warm place. Stir in remaining milk, sugar, salt, egg yolks and butter and knead into a smooth dough. Cover and let rise to double in size.
Roll out dough on floured surface to 2 cm (approximately 3/4 inch) thick. Use a cookie cutter to cut out 5 cm (approximately 2 inch) doughnuts. Place on a floured kitchen towel and let rise for 20 minutes.
Fill a large pot 1.5 cm (approximately 1/2 inch) high with oil (it is hot enough when a wooden spoon bubbles when inserted). Fry dough in portions until golden brown, turning once. Remove doughnuts with a slotted spoon and drain on paper towels. Maintain oil height and repeat until all doughnuts are cooked.
Combine jam and lemon juice. Pour into a piping bag with a long tip, or in a pastry syringe. Squeeze filling into each doughnut. Roll in sugar while still warm and serve.