Prepare the Dough: Whisk softened butter with powdered sugar and vanilla extract until creamy. Add the rum, if using, and mix in the egg yolks one at a time.
Activate the Yeast: Dissolve the yeast in lukewarm beer, then mix it into the butter-egg yolk mixture.
Combine Ingredients: Gradually add the flour, kneading until the dough is smooth and no longer sticky. Cover with a clean towel and let it rise until doubled in size.
Shape the Donuts: Roll the dough to about 1 cm thick and cut out round shapes using a cutter or glass. Let these rise for another 30 minutes under a towel.
Fry the Donuts: Heat oil to 150°C and fry the donuts until golden brown on both sides (approximately 2 minutes per side). Place on paper towels to drain excess oil.
Fill and Finish: Once cooled slightly, fill the donuts with marmalade using a piping bag. Dust generously with powdered sugar before serving.