Mix the warm milk (110F) with yeast and add the sugar. Stir well and set aside for 10 minutes to activate the yeast.
How to make the dough:
In the bowl of a standing mixer, add the cold cubed butter. Using the mixer paddle, mix until the combination of flour and butter looks like wet bread crumbs.
Remove the mixer's paddle and replace it with the dough hook.
Add the rest of the ingredients: the mixture of milk and yeast, sour cream, egg yolks, vanilla extract, and a pinch of salt.
Continue to mix until a dough is formed. Stop the mixer and remove the dough from the bowl.
Place the dough on the table and shape it into a ball without adding more flour.
Place the dough back into the mixing bowl, cover it with a clean kitchen towel or plastic wrap. Let the dough rise for 30 minutes at room temperature.
After 30 minutes, place the dough on the table and cut it in two. Shape one half into a ball, then roll it on the table using a little bit of flour.
When the dough is well spread, put a round medium plate on top and cut the dough around the plate. Remove the excess and keep it for later use.
Cut the round into 8 equal slices, like a pizza.
At the base of every slice(triangle), add a dollop of jam and roll the dough to form a crescent.
Place the cookie on a cookie tray covered with parchment paper.
Preheat oven to 350F/180C.
Continue to fill and roll all the crescent cookies and place them on the cookie tray.
Bake them for 10-12 minutes or until they are golden light on top.
When done, leave the cookies to cool down for 5-10 minutes, then roll them in powdered sugar.
Note: The cookies must be a little bit warm so that the sugar will stick.
Notes
Notes on Jams and Storage:
Choosing Jams: Any thick, flavorful jam works well with these cookies. Common choices include apricot, raspberry, or plum. Avoid jams that are too runny as they can seep out during baking.
Storage: Store the cookies in an airtight container at room temperature for up to one week. They can also be frozen for up to three months. Place parchment paper between layers to prevent sticking.