Preheat the fat in the deep fat fryer to 375 degrees.
Roll out the dough to a 1/4 " thickness. Cut into 2 1/2" rounds. Let the rounds stand on the lightly floured board for 10 minutes (reduces the amount of grease absorbed during frying).
Place 1 heaping tablespoon of jam in the center of half of the rounds. Cap each jam covered round with a round without jam.
Seal the edges together. Cover. Allow the dough to rise until about doubled in bulk. Use a pancake tuner or large spatula to slide the doughnuts into the fryer one at a time. Cook 2 to 3 minutes on each side.
Turn and cook the second side. Use a slotted spoon or skimmer to remove the cooked doughnuts. Drain on paper toweling. Allow the doughnuts to cool. Sprinkle with confectioners' sugar.