1. Grate the orange zest on the sugar cubes; crush them and combine them with the powdered sugar. 
2. Heat the milk to lukewarm; add the yeast and dissolve it well. 
3. Arrange the flour in a well in a bowl with a pinch of salt. Gradually mix in, using a wooden spoon, the warm milk-yeast mixture, then the melted butter, egg yolks, almond powder and orange-scented sugar. 
4. When the dough is very smooth, cover it and let it rise in a warm place for 6 hours. 
5. Punch down the dough and gently form into strips about 20 cm (8") long and the width of a finger. Form into rings by pinching the two ends together. 

Two-stage cooking

1. In a large pot, bring some water to a boil and immerse the rings of dough, watching that they don't stick together. When they rise to the surface, drain them and transfer them to a buttered baking sheet. 
2. Beat 2 whole eggs and brush the gimblettes. Place into a preheated 180° C (350° F) oven and bake until nicely browned. 
3. Soften the milk jam in a double boiler and stir in the rum. Serve this sauce with the gimblettes.