For the orange hussar doughnuts, beat the butter, sugar and egg yolks until fluffy and knead into a dough with the whole wheat flour and orange zest.
Wrap the dough in plastic wrap and chill in the icebox for 30 – 45 minutes. Preheat oven to 190 °C /hot air. Form the dough into a roll about 2 cm thick.
Cut off 60 pieces of equal size and form into small balls. Place the balls on a baking paper and press an indentation in the center with a wooden spoon handle.
Bake in the oven for 10 – 15 minutes until golden brown. Allow the orange hussar doughnuts to cool slightly and fill with the chestnut jam and caramel spread.