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Mix together the yeast, 2 tablespoons of the sugar, and the milk. Let sit to make sure it bubbles.
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Sift the flour and mix it with the remaining sugar, salt, cinnamon, egg yolks and the yeast mixture.
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Knead the dough until it forms a ball. Add the butter or margarine. Knead some more, until the butter is well absorbed. Cover with a towel and let rise in a warm place for at least 2 hours. (See Notes)
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Preheat oven to 375ºF. Roll out the dough to a thickness of 1/8 inch.
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Cut out the dough into 24 rounds with a juice glass, or any object about 2 inches in diameter. Take 1/2 teaspoon of preserves and place in center of 12 rounds. Top with the other 12. Press down at edges, sealing with egg whites. Crimping with the thumb and second finger is best. Let rise for about 30-45 minutes.
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Bake for 8-10 minutes, until the bottoms are just golden. Brush with melted butter and dip into sugar.