Step 1Dissolve the yeast in the warm water with a dash of sugar and set aside until foamy, about 5 minutes.
Step 2Blend the margarine, egg yolk, orange juice and yeast mixture in the bowl of a mixer. Gradually add the flour, 2 teaspoons of the sugar and salt and blend well. Cover with a towel and let rise until doubled, about 45 minutes.
Step 3Place the dough (it will be sticky) on a well-floured board and knead it into a flat disk, adding additional flour if needed. Roll the dough out 1/4-inch thick with a rolling pin. Using a cookie cutter, cut out 2 1/2-inch rounds.
Step 4Place 2 teaspoons of jam in the center of half of the rounds; brush the edges with the egg white and put a plain round on top of jam. Pinch the edges to seal. Place them on a paper-covered cookie sheet, cover with a towel and let rise about 45 minutes.
Step 5Reseal doughnuts before frying.
Step 6Heat about 2 to 3 inches of oil in a deep-fryer or heavy pot to 375 degrees. Fry 3 or 4 doughnuts at a time, turning them with a fork or tongs when one side is browned, and continuing to fry until brown all over, about 5 minutes. Drain on paper towels. Do this in batches until all the dough is used up.
Step 7To serve, roll in sugar.