Add your dry ingredients to a large bowl and whisk to blend them all together.
Add your yeast and a teaspoon of sugar to the warm milk. Make sure your milk is around 110-115º F and no hotter or your yeast will not grow. Let the yeast mixture sit for 10 minutes. Add in the rest of the wet ingredients and whisk to blend.
Pour the wet ingredients into the dry ingredients and mix well.
Cover your bowl with plastic wrap and allow your dough to rise for one hour.
Place your dough onto a gluten free flour-dusted piece of wax paper. The dough will be wet, but workable. If your dough is too gooey, add a little gluten free flour and work it into the dough.
Drop small balls of dough onto a parchment paper-lined cookie sheet. Press them down a bit and use wet fingers to make an indention in the middle of each for the jam. Let the dough rise for 15 minutes.
Spoon your favorite jam into the center of each dough ball. Brush each kolache around the perimeter up to the filling with an egg wash. Don't brush the jam centers.
Bake the kolache at 350º F for 20-23 minutes, until the edges get a little golden. The actual baking time will vary depending on the size of your kolache.
Allow the kolache to cool. Add the powdered sugar and milk to a small bowl and mix. When the kolache is cooled down, drizzle the icing on top.