STEP 1: Combine ingredients until well blended. Let stand 20 min.
STEP 2: Combine butter, sugar and salt in bowl of 20-qt. mixer fitted with paddle attachment (or in 5-qt. mixer for trial recipe). Mix well.
ADD egg yolks, a few at a time, beating after each addition. Blend in zest.
STEP 3: Combine flour and dry milk; set aside.
ADD warm water, yeast mixture, and flour-dry milk mixture to mixer bowl; blend with dough hook. Add remaining flour; mix until a soft dough forms.
BEAT egg whites until stiff, but not dry. Add to dough; mix well. Dough will be soft, but should not be sticky. Add additional flour if needed. Cover and let rise 20 to 45 min. or until doubled in volume.
STEP 4: Punch dough down. Scale into 1 oz. balls and place on parchment paper-lined, greased sheet pans. Let rise 20 to 45 min. or until doubled in volume.
PRESS down center of each dough ball with fingers or thumb to form a cavity. Place 1 cream cheese cube into each cavity. Top each with 1 tsp. preserves.
BAKE in 375ºF standard oven 15 min. Cool completely. Sprinkle with powdered sugar.