Set oven to 200 degrees. Place a foil-covered baking tray in to oven to warm.
In a large bowl, whisk together flour, baking powder, and salt. In a medium bowl, whisk together sugar, egg yolks, milk, butter and vanilla until well blended. Add the egg yolk mixture to the flour mixture and stir until just blended (the batter will be slightly lumpy.)
In a medium bowl, with an electric mixture on medium-high speed, beat egg whites until frothy. Increase speed to high and beat until stiff, but not dry, peaks form. Using a rubber spatula, gently mix one-third of the egg whites into the batter. Gently fold in the remaining whites.
Brush wells of ebelskiver pan lightly with melted butter. When butter begins to sizzle, add 1 Tablespoon batter in to each well. (An ice-cream or cookie scoop works well.) Place 1 teaspoon jam in the center of each well and top with another 1 Tablespoon batter. Cook 2 to 4 minutes until bubbles appear in batter and the bottoms are golden brown. Using two skewers or ebelskiver turners, flip the puffs over. Cook for 2 or 3 minutes more until the bottoms are golden brown. Remove puffs to warmed baking tray and place in oven to keep warm while you make additional puffs. Repeat for remaining batter.
Before serving, dust ebelskivers with powdered sugar. Serve warm or at room temperature.
Be creative with your fillings, think nutella, lemon curd, and apple compote. Spice up your ebelskiver with a little cinnamon, nutmeg or lemon zest mixed in with your batter.