Start by heating the milk in a small saucepan until just about to boil. Remove it from heat and let it cool slightly. This step is crucial, as overly hot milk can kill the yeast. In a mixing bowl, combine the warm milk with the egg yolks, lemon zest, and sugar. Whisk until combined.

Sprinkle the active dry or instant yeast into the milk mixture. Allow this to sit for about five minutes until it’s frothy. If no foam appears, your yeast may be inactive, and it's best to start over with new yeast.

In a large bowl, combine the flour and salt. Create a well in the center and pour the milk mixture along with the melted butter. Gradually mix in the flour until a soft dough forms. You may need to adjust your flour based on the humidity and temperature in your kitchen.

Turn the dough out onto a lightly floured surface. Knead for about 5-7 minutes until the dough is smooth. This helps develop gluten, which gives the paczki their lovely texture.

Place the kneaded dough in a lightly greased bowl, cover it with a kitchen towel or plastic wrap, and let it rise in a warm area for about 1 to 2 hours. It should double in size. Patience is key here!

Once risen, punch down the dough gently to release gas. Turn it out onto the floured surface and roll it into a ½-inch thick layer. Use a circular cutter to cut out rounds; place them on a floured baking sheet.

Cover the dough rounds with a towel again, and let them rise for another 30-45 minutes, allowing them to puff up nicely.

In a deep skillet or pot, heat about 2-3 inches of vegetable oil to 375°F (190°C). If you don’t have a thermometer, you can test the oil by dropping a small piece of dough in; it should sizzle.

Carefully drop the dough rounds into the hot oil, working in batches. Fry for about 2-3 minutes on each side until golden brown. Use a slotted spoon to transfer them to a parchment-lined plate.

Once they cool slightly, fill them with your jam or cream using a piping bag. Dust the filled paczki with extra-fine sugar for that signature finish.