Dissolve the yeast in the lukewarm milk for 5 minutes.
Sift the flour into the scalded milk gradually. Add the yeast mixture, stirring until smooth. Let rise for 1/2 hour.
Beat the salt into the egg yolks; add to flour mixture, mix well.
Add the sugar and rum. Mix well. Knead until the dough no longer sticks to the sides. Gradually knead in the butter.
Place in a greased bowl, turn to coat and let rise until doubled.
Punch down and let rise again. Cut the dough in half, set one half aside and roll out the second half about 1/4 inch thick.
Using a 2-inch biscuit cutter cut as many rounds as possible.
Place a dab of jam or filling on one round, cover jam with another round and seal edges. Place the filled paczki on greased sheets, allowing room between each for rising. Repeat the process until all the dough is used.
Let the paczki rise for about 1 hour or until doubled.
Pour the oil into deep fryer or deep pan (about 5 inches). Heat the oil until it is about 360 to 370 degrees.
Deep fry the paczki in oil for about 3 minutes per side or until golden brown on both sides.