Place yeast in the bowl of a stand mixer, add warm milk, and stir to dissolve.
Stir in sugar and let stand until foaming, about 5 minutes.
Combine flour, salt, cinnamon, orange blossom water and grated lemon zest in a separate medium bowl.
Fit the dough hook onto the electric stand mixer, add yolks to the yeast mixture, and mix on medium low until evenly incorporated.
Add the flour mixture and room-temperature butter, and mix until it comes together. Mix on medium high for an additional 5 minutes. (Dough will be very sticky.)
Put dough in a large, clean, lightly oiled bowl, and turn to coat in oil. Cover tightly with plastic wrap and let rise in a warm place 1 to 1 1/2 hours or until doubled in size.
Roll out the dough on a floured surface to 1/2 cm thickness. (Use just enough flour so that the dough doesn’t stick to the rolling pin.)
Using a 5 cmdiameter biscuit cutter, glass, or mug, cut rounds out of the dough; reserve remaining dough.
Place rounds on a lightly floured baking sheet; set aside. Gather remaining dough into a ball and roll out again; do this with the rest of the dough.
Place 1 scant teaspoon jelly in the centers of half, of the rounds. Brush the edges of the jelly rounds with the egg white, and top with another dough circle.
Pinch the edges to seal the doughnuts. Cover with a towel, put in a warm place, and let rise another 30 minutes.
(Brush the doughnuts with the eggwash).
Heat the oil over medium heat in a large, heavy-bottomed pot until it reaches 180°C.
Drop the doughnuts in the oil, four or five at a time, and turn when they are golden brown, about 2 1/2 minutes per side.
Drain on a cooling rack set over a baking sheet lined with paper towels.
Repeat with remaining doughnuts. When cool enough to handle,sprinkle with powdered sugar (or like we with cinnamon sugar) and serve.