Warm milk to just above room temperature. Dissolve the yeast in the milk, set aside. In a medium bowl, stir together the flour, salt and baking powder. Cut in the shortening until the mixture is mealy. Stir in the egg yolks and milk mixture. Knead the dough together and then refrigerate overnight.
Preheat oven to 350 degrees F (175 degrees C).
Dust a clean, dry surface with confectioners' sugar. Knead the dough for a few minutes. Carefully roll out your dough to 1/4 inch thickness. Cut out circles with a cookie cutter.
Bake for 12 to 15 minutes in the preheated oven. Do not store in an airtight container or they will become soggy.
Heat oil in deep-fryer to 375 degrees F (190 degrees C).
In a large bowl, beat together the egg yolks, sour cream, white sugar, vanilla and whiskey until smooth. Stir in flour until dough is stiff enough to knead. Turn out onto a floured surface and knead until smooth. Knead in additional flour if necessary. Divide dough into 3 or 4 pieces and roll each ball on floured surface. Cut into strips about 3 inches long then make a slit long ways down the middle. Pull one of the ends through like a bow.
Place into hot oil and deep fry until golden brown. Let drain on paper towels and sprinkle with confectioners' sugar.