1. Mix all the dry ingredients. Add the warm milk, eggs, vanilla, butter and zest. Hands knead the dough. It should be soft, but if necessary, add more flour. Put the dough in a greased bowl and let it sit for a while in a warm place.
2. The dough should double in size. This should take about an hour.
3. Knead the dough and roll out on a floured surface. Roll the rectangle should be about the size of 35 by 44 cm and a thickness of about 1 cm. Knife for pizza slice squares size 7smx7sm.
4. In the middle of each square Put about 1 teaspoon of jam. Close the box and seal the edges.
5. Repeat the same steps with the remaining batter and jam. Arrange the rolls on a baking sheet, greased with oil and grease each on each side, so they are not stuck in the oven.
6. The oven heat to 175 degrees.
7. Buns grease with beaten egg and leave for another 20 minutes. They have a little increase in size.
8. Bake for 25-30 minutes until golden brown.
9. Sprinkle with powdered sugar and serve.