Combine the yeast, 2 tablespoons of the sugar and the milk in a bowl and stir to dissolve the yeast. Let sit until it bubbles. Sift the flour into a bowl. Add the remaining sugar, the salt, cinnamon, egg yolks and the yeast mixture. Mix the dough until it forms a ball. Add butter and knead until it is well incorporated. Cover with a towel and let the dough rise overnight in the refrigerator.
The next morning:
Roll out the dough to a thickness of 1/8 inch. Cut the dough into 24 rounds with a juice glass or cookie cutter about 2 inches in diameter. Put one-half teaspoon of preserves in the center of 12 of the rounds. Top with the other 12 rounds. Brush the edges with a little of the egg whites and press the edges gently to seal. Crimp the edges with your thumb and second finger. Let rise for about 30 minutes.
Heat 2 inches of oil to 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 in sugar to coat evenly.