In a stand misker, combine the yeast, 1 tbsp flour, 2 tbsp sugar, and 2 tbsp warm water. Whisk to combine and let stand until yeast starts to foam, about 5 minutes.
Whisk in the egg yolks, whole egg, milk, orange zest, orange juice, brandy, salt, vanilla, 2 cups of the flour, and the remaining 1/4 cup sugar. Mix on low speed with a dough hook until combined, about 2 minutes.
Add the butter 1 piece at a time, mixing well between additions. Gradually add remaining 2 cups flour (you may not need all of it), mixing until mostly combined between additions, until dough forms a ball on the hook.
Transfer the dough onto a floured work surface and knead, adding more flour as needed, until it is no longer sticky, about 5 minutes. Transfer the dough to a buttered bowl, turn to coat, and cover with a clean kitchen towel. Let it rise in a warm, draft-free place until doubled in size, about 1 hour.
Roll out the dough on a lightly floured surface until 3/4" thick. Using cutter or glass, cut out rounds of dough. Transfer the cut rounds to a parchment-lined tray and cover with a kitchen towel. Allow to rise for about an hour until nearly doubled.
Preheat your Traeger grill to 450° while the dough rises for the last time. Fill the Dutch Oven with oil (about 2" deep) and place it in the grill. Allow it to heat for nearly an hour-- until the temperature of the oil reaches 350°.
When the oil is hot and the donuts have risen, cook them in small batches in the hot oil. Turn once during cooking to brown evenly, then transfer to a paper-towel lined tray.
Fill the pastry bag or brisket injector wtih jam.
Insert the tip of the injector in the side of each donut, and fill until the jam begins to leak out. Repeat with remaining donuts and place on a tray.
Sprinkle with powdered sugar if desired, and serve!