Pour warm milk over yeast, and let dissolve. Then add sugar, shortening, salt, eggs, egg yolks, and flour. Stir until well combined. Remove dough to a well oiled bowl, and turn once to coat the surface. Cover, and place in a warm spot. Allow to rise until doubled in bulk, about 1 hour.
Dish out dough with a tablespoon, and roll into balls. Brush each with shortening, and let rise until doubled in bulk.
Flatten the balls, and make a depression in the centers. Fill with fruit preserves. Allow to rise.
Bake at 375 degrees F (190 degrees C) for 15 to 20 minutes, or until lightly browned.