Pillowy Bomboloni alla Crema

Start with the crema pasticcera. Whisk the egg yolks, sugar, and cornstarch together in a saucepan until pale. Gradually whisk in the cold milk, then add the lemon zest and vanilla.

Cook over medium heat, whisking constantly, until the mixture thickens and comes to a boil. Let it bubble for 1 minute while whisking vigorously.

Strain the cream through a fine-mesh sieve into a bowl. Press plastic wrap directly onto the surface to prevent a skin from forming. Refrigerate until completely cold, at least 2 hours.

For the dough, combine the flour, sugar, salt, and yeast in the bowl of a stand mixer fitted with the dough hook. Add the egg yolks, whole egg, milk, orange zest, and vanilla.

Mix on low speed until a rough dough forms, then increase to medium and knead for 8 minutes until smooth and elastic.

With the mixer running on medium, add the softened butter a few cubes at a time, waiting until each addition is absorbed before adding more. Continue kneading for another 5-7 minutes until the dough is silky, pulls away from the sides, and passes the windowpane test.

Cover the bowl and let rise in a warm place for 1.5-2 hours until doubled in size.

Turn the dough out onto a lightly floured surface and roll to about 1.5cm thickness. Cut rounds with a 7-8cm cutter, re-rolling scraps once. Place on parchment-lined trays, cover loosely, and let proof for 45 minutes until puffy.

Heat the oil in a deep, heavy pot to 170C (340F). Fry the bomboloni 2-3 at a time, about 1.5-2 minutes per side, until evenly golden brown. Maintain the oil temperature carefully.

Drain briefly on paper towels, then immediately roll each bombolone in the vanilla sugar while still warm.

Whisk the cold pastry cream until smooth and transfer to a piping bag fitted with a long filling tip. Poke a hole in the side of each bombolone and pipe in a generous amount of cream until you feel it swell in your hand.

Serve within a few hours of filling for the best texture.