1Whisk together the yeast, water and sugar, salt, oil, egg yolks, egg, vanilla and lemon extract.
2Blend well and stir in most of the flour to form a soft dough.
3Knead by hand, machine or in bread machine (dough setting), adding flour as needed.
4The dough should have some body, not too slack, supple, smooth and elastic.
5Place in a greased plastic bag and refrigerate at least 2 to 4 hours or overnight.
6If you are in a hurry, allow dough to rest at least 20 minutes, then proceed.
7If dough has risen at all, punch or flatten down, then pinch off pieces and form into small balls, about the size of golf balls.
8Otherwise, roll dough out to about three-quarters of an inch.
9Using a two and half inch or three inch biscuit cutter, cut out rounds.
10Cover and let sit 15 minutes while heating oil.
11In a deep fryer, or heavy dutch oven, heat about four inches of oil or a combination of oil and melted shortening.
12Add the doughnuts to the hot oil (temperature should be about 375 F.) and fry until the undersides are deep brown.
13Turn over once and finish frying the other side.
14Lift doughnuts out using a slotted spoon and drain well on paper towels.
15To fill, make a small opening and spoon in jam or jelly, or just sprinkle lightly with regular or extra fine granulated sugar by shaking doughnuts in a paper bag.
16Test oil temperature: It's a good idea to try frying one doughnut to start with.
17Once the doughnut seems done, take it out and cut it open to see if the inside is cooked.