In a small saucepan, heat milk until steaming with small bubbles forming around the edges (about 180F). Remove from heat and let cool to lukewarm (about 105F).

In a large bowl or the bowl of a stand mixer, dissolve yeast in the lukewarm milk and let stand for 5 minutes. Add 1 cup of the flour. Mix together and let stand for 20-30 minutes, until really bubbly. Almost making a starter.

In the meantime, beat the yolks in a small bowl until they are light and fluffy.

To the proofed yeast mixture, add the melted butter and sugar and mix. Add salt and vanilla. Add beaten egg yolks. Slowly add more of the flour to bowl in small increments, adding just until you have a soft dough that is moist, but not sticky. Remove dough to a lightly floured work surface and knead 1 minute (adding a bit more flour if it is sticking to your hands or the work surface). Form dough into a ball. Do not over knead.

Grease a clean bowl and add dough. Cover bowl with plastic wrap and let rise in warm place until doubled. (This dough is a bit of a slow riser, so expect this rise to be up to 90 minutes).

Deflate dough and pat out onto floured cutting board. With a rolling pin, gently roll into a 1/2-inch-thick circle. Gently cut out circles with 3-inch biscuit cutter. Place onto a parchment lined baking sheet, cover with a clean tea towel and let rise until doubled (about 30 minutes). *You can re-roll the scraps and cut more pieces, though they are never quite as neat as the first cuts. I like to use the ugliest of these ones as "test" ones, to test the temperature of the oil. I fry one, let cool, then cut it open to make sure it is cooking all the way through. I can then adjust time/temperature, as needed from there.

Meanwhile, heat oil to 360°F. Fry paczki until golden on one side, flip and fry the other side. Don't try to cook too many at a time so you don't reduce the temperature of the oil by adding too many at once. Don't rush the frying, to be sure they are cooked through well. Fry until they are a deep golden color. Remove paczki to a cooling rack for about 30 seconds, then immediately roll in granulated sugar. Let stand until completely cooled.

Once cooled, using a sharp knife, poke a hole on the side or pop a hole with a tip of a pastry bag. Use a pastry bag with a large plain tip to pipe the jam or custard filling inside. These are best when freshly made, but you can freeze any extras.