Dissolve the yeast and 2 tablespoons white sugar in the warm milk.
Sift flour into a large bowl, make a well in the centre and add the yeast mixture, egg yolks, salt, nutmeg, butter and remaining sugar. Stir flour into centre. Once combined turn dough out onto a lightly floured surface knead until dough is elastic. Cover and let dough rise overnight in the refrigerator.
Remove dough from the refrigerator and roll on a lightly floured surface to approx 1/2 cm thickness. Cut into 5cm rounds. Cover and let rise for about 15 to 20 minutes.
In a medium bowl combine the cottage cheese, egg, 2 tablespoons white sugar and vanilla. Beat until well combined.
Form dough rounds into a ball and insert about 2 teaspoons of cheese filling into half of the rounds and 2 teaspoons of jam into the other half.
In a deep heavy pot, pour in oil to about the 6cm mark and heat to 190 degrees C. Drop the sufganiyot into the oil, turning when browned. Drain on paper towels and roll in icing sugar.