In a smaller saucepan heat 2/3 cup of milk with about 1 teaspoons of powdered sugar until lukewarm. Sprinkle the yeast in and let it sit for about 10 minutes.
In a large bowl mix the sifted flour, the lemon zest and the rest of the powdered sugar. Add the milk-sugar-yeast mixture, 6 egg yolks, the rum, pinch of salt followed by the melted lukewarm butter to get a soft non-sticky dough.
The rum reduces the amount of oil the dough would absorb during the frying process. Also, makes the dough lighter and tastier.
Knead thoroughly. It may be sticky first, that is normal. Keep kneading until you get a soft, airy dough. It can take up to 5-10 minutes.
Sprinkle some flower on the bottom of the bowl, place the dough in, then cover it with a dish cloth and leave it in a moderately warm place till doubles in size. It takes about an hour.
Remove the dough from the bowl and place it on a floured surface. Roll it out to a thickness of half an inch.
Cut it with a medium glass or cookie cutter (around 6-7 cm / 2.5 inch in diameter), and let it settle under the dish cloth for a further 30 minutes.
Before you start frying the doughnut, press a small hollow with your thumb on each piece of pastry to create an indentation.
Place a few into the medium hot oil, being careful not to overcrowd, indentation side down, and immediately cover with a lid. Fry just until lightly browned, about 40 seconds. Remove lid and flip to fry other side just until golden, keeping lid off. If the oil is too hot they will fry too quickly and the white ribbon will not form during frying.
Lift the doughnuts onto a plate lined with a paper towel to absorb any surplus oil.
Sprinkle with powdered sugar, fill the hollow in each doughnut with apricot jam and serve fresh.