Compine the yeast with 1 tbs sugar, 1 3/4 cups flour, and 1 cup milk. Let stand in a warm place until doubled in size.
Beat the egg and the egg yolks with the rest of the sugar.
Add the rest of the flour and milk, vanilla, lemon rind and juice, salt, and vodka.
Knead the dough until smooth. Add the oil in 3 parts, knead 10 more minutes.
Place in a oven heated to 100 degrees F., cover with a towel and leave the door half open, until the dough doubles in size.
Roll out 3/4 inch thick.
Cut out circles 1 1/2 inches in diameter.
Place 1 teaspoon jam on half of the circles.
Cover with the rest of the circles.
Seal the edges.
Heat the lard in an electric frying pan to 375 degrees F., or test with a small piece of dough. It should float immediately. Fry the doughnuts on both sides, a few at a time. Remove and place on paper tissue.
Sprinkle warm doughnuts with confectioners' sugar sprinkled through a sieve.