In a large mixing bowl, dissolve yeast in water. Add eggs, butter, sour cream and sugar. Gradually add 2 cups flour and salt; beat until smooth. Stir in remaining flour (dough will be soft and sticky). Place in a greased bowl. Cover; refrigerate overnight.
For filling, beat cream cheese, sugar, egg yolks and vanilla in a mixing bowl until smooth. Turn dough onto a floured surface; knead two to three times. Divide in half. Roll each half into a 16 x 10 inch oval and place on greased baking sheets. Spread 1 1/4 cups filling over each oval to within 1 inch of edges. Fold longest side over filling; pinch edges to seal. Cover and let rise in a warm place until doubled, about 1 hour.
Bake at 375 for 20-22 minutes or until golden brown. Cool on a wire rack. Spread preserves on top. Dust with confectioners sugar. Store in the refrigerator.