In a large mixing bowl place butter, egg yolks, egg, sour cream, baker's yeast, lemon zest and vanilla. With a hand mixer (set to the lowest setting and gradually increasing) mix until completely integrated. Remove mixer.
Continue kneading with your hands while adding the flour in batches. The dough will be hard to work with, but keep mixing to the best of your ability, and adding flour in between. (It takes patience and about 20 minutes.) When the dough is hard, buttery and the thickness of an ear lobe, it's ready to rest. Divide into three equal parts. Knead each part a few more minutes. Cover and transfer to the fridge. Leave for 4-6 hours (preferably overnight).
Take the dough out of the fridge and let rest until it's room temperature (45 to 60 minutes).
Sprinkle a generous amounts of flour on your working area. Divide each dough piece into three (you'll end up with 9 dough pieces total). Take the first smaller piece and work it with your fingers for a minute. Finally, roll it out with a rolling pin until it's round and of the thickness of about 2 pennies stacked together. Cut into eight slices. Put a teaspoon of jam on the thicker end of each slice. Roll each slice from the thicker to the thinner part making sure the jam stays inside. (Some of the jam will come out during baking.) Heat oven to 425°F.
Repeat step 4 for remaining dough.
Take a baking pan and cover with parchment paper. Place crescents onto it leaving some space in between each. (You'll probably have to bake in batches. Do not bake two pans of crescents at the same time in the same oven!)
Lower temperature to 350°F. After 20 minutes turn the pan around. Keep checking the crescents and if they start to turn golden yellow, cover with foil. (They burn fast, so check often!) Depending on your oven it will take between 30-40 minutes in total to bake one batch.
Take out and leave to cool for 20-30 minutes.
Carefully transfer baked crescents into a large bowl filled with confectioner's sugar. Roll them around until they're covered on all sides. Transfer to a tray or a cookie box.