Directions

1. Whisk yeast, granulated sugar, salt, nutmeg, and 3 cups flour in a medium bowl; set aside. Mix buttermilk, eggs, and yolk on high speed in the bowl of a mixer fitted with the dough hook until combined. Mix in flour mixture on low speed until combined. Mix in softened butter, 1 tablespoon at a time (dough should form a ball).
2. Gradually add remaining 3/4 cup flour, mixing until dough is tacky but not sticky. Transfer to a lightly oiled bowl; cover with plastic wrap. Let dough rise in a warm, draft-free spot until doubled in bulk, about 1 hour 20 minutes.
3. Fit a pastry bag with a #230 filler tip. Stir jam until smooth; transfer to bag. Twist a rubber band around open end of bag to prevent jam from leaking; set bag aside.
4. Preheat oven to 375 degrees. Roll out dough 3/4 inch thick on a lightly floured work surface. Cut out rounds using a 1-inch cutter; transfer to a baking sheet. Let rise 25 minutes. Generously brush with melted butter. Bake until pale golden, about 10 minutes. Transfer to a wire rack; let cool slightly.
5. Insert tip of filled pastry bag into the side of each donut hole, and pipe jam to fill. The morning of the sale, roll in confectioners' sugar; package in cellophane bags.