Dissolve the yeast with the 1 tablespoon of the sugar in ¼ cup warm water.
In a standing mixer with a paddle, beat egg yolk, egg, yeast mixture, ¼ cup of sugar and milk.
With paddle going, add flour and salt.
Add butter one piece at a time. Dough should be sticky but elastic.
Turn out dough onto floured surface. Knead once or twice. Shape into ball. Place in an oiled bowl, cover and place in a warm area for at least an hour or until dough is doubled.
Lightly grease 2 baking sheets.
Divide dough in half. With lightly oiled hands, take approximately 2 tablespoons of dough and roll into ball. Place on greased baking sheet.
Repeat with remaining dough placing balls 2 inches apart (about 12 balls per baking sheet). Cover with a kitchen or tea towel and let rise 30 minutes. Preheat oven to 375°F.
Bake at 375°F for 10-12 minutes or until golden. Remove from oven and let cool.
Place jam in a pastry bag fitted with a medium pastry tip or use a small zip lock type of bag fitted with a medium pastry tip. Pastry tips are available at most craft stores.
Press tip into doughnut and squeeze at least 1 teaspoon of jam into doughnut, or more if desired.
Dust with confectioners' sugar and serve.