For the filling, preheat the oven to 450 degrees. Bake the potatoes until tender, about 1 hour. While still warm, cut the potatoes in half and work the flesh through a ricer or mash with a fork. Do not purée or overwhip; the texture should be rough. (You should have about 3 cups.) Melt the chicken fat in a sauté pan or skillet. Add the onions and cook until translucent and pale gold in color, 10 to 15 minutes. Fold the onions into the potatoes, stir in the yolks, salt, pepper, parsley, and the smoked salmon, if using. Taste and adjust seasoning. The filling may be made a day ahead.
For the pastry, sift the flour and salt into a mixing bowl. Cut in the butter until the mixture resembles coarse cornmeal. Cut in the chicken fat. Then, working the dough as little as possible so as not to melt the fat, work in the water with your fingers just until the dough comes together. Roll out the pastry to a 9- by 18-inch rectangle on a lightly floured surface. Then fold the pastry a “turn” as you would for puff pastry: Fold the bottom third of the rectangle up toward the center and then fold the top third down to overlap. Refrigerate 15 minutes. Return the pastry to the work surface and give it a quarter turn so that the fold is now at the side, rather than at the bottom. Repeat rolling, folding, and turning 4 more times, refrigerating 15 minutes between each “turn.” Wrap and refrigerate the dough overnight.
Preheat the oven to 350 degrees. Lightly oil 2 baking sheets. To assemble the knishes, cut the chilled pastry into 4 pieces. Working with one piece of pastry at a time and refrigerating the rest until you are ready for them, roll out the pastry as thin as possible, to about a 4- by 16-inch rectangle. Cut into 4-inch squares. Place about 2 tablespoons of filling in a mound in the center of the pastry squares. Fold in the sides, then fold up the bottom edge and fold down the top edge to completely cover the filling. Turn the knishes seam sides down on the prepared baking sheets. (At this point, the knishes may be frozen, or refrigerated for a day.) Brush the knishes with the egg yolk. Bake until golden, 15 to 20 minutes.