Sift one cup of flour into a bowl.
Whisk in the hot milk, whisk until smooth, set aside to cool.
Dissolve yeast in lukewarm milk.
Add to the flour/milk mixture, and set aside for 30 minutes.
Mix the egg yolks and granulated sugar until light and fluffly.
Add vanilla, orange extract and zest.
Add the remaining flour and the butter.
Knead until smooth.
Set aside and let rise until double in bulk, about 45 minutes.
Roll out on a floured board to 1/2 inch thick.
Cut out rounds with a glass.
Put a teaspoon of jam into the center of one round.
Cover with another round.
Seal edges securely.
Allow to rise again.
Heat oil in a pan.
Fry doughnuts a few at a time until golden on both sides.
Drain on paper towels.
Sprinkle with powdered sugar.