Preheat oven to 400º F.Combine sugar, yeast, and warmed milk in a large bowl. Let the mixture sit for 5-8 minutes.Add egg yolks, warmed water, flour, melted butter and salt to the yeast mixture.Stir until well combined.Take dough out and knead it for a good 5 minutes until smoothPlace dough to a lightly greased bowl, cover it and let it sit for at least 1 hour until the dough size has doubled.Ground almond and mix ground almond in a bowl with sugar, melted butter, and orange zest.Place dough to a floured surface. Roll dough into a rectangle shape.Brush the almond paste over the dough.Spread jam on top and roll up the dough lengthways.Cut the roll in half lengthways. Twist the halves and create a ring shape. Place your ring on a baking sheet, brush it with egg yolks and sprinkle with almonds.Bake it for 25-30 minutes or until brown.