Heat the milk to lukewarm.
Whisk in the butter, egg yolks, and sugar. Turn into a bowl and add the flour and baking powder, whisking until well blended and no lumps remain.
Whip the egg whites until stiff and fold into the mixture.
Heat aebleskiver pan over medium-high heat until a drop of water sizzles when dripped into the pan. Put about ½ tsp butter into each indentation. Spread it around.
Spoon in 1 Tablespoon of the batter and let it cook about 30 seconds. If using applesauce, drop 1 teaspoon applesauce in the center and top with enough batter to cover applesauce.
When bottoms are browned turn over. Dust with powdered sugar.
Can be made using jams or your favorite filling. The aebelskiver pan can be bought at a kitchen supply store or over the internet.