Start by making the Bombolini dough. Add lukewarm milk to a mixing bowl and sprinkle your yeast on top. In 4 to 5 minutes little bubbles will start to form on the surface. Once this happens add your eggs, lemon zest, sugar, salt, flour and butter.
Knead the ingredients for 10 minutes or until they form a smooth, tacky dough that pulls away from the sides of the bowl. If your dough is too wet, add flour 1 teaspoon at a time until it is the proper consistency.
Turn your bombolini dough onto a flat surface. Use both hands to work it into a nice compact ball. Unlike other baked goods, keep your work surface dry and flour free. In this situation the tackiness of the dough is going to help you with this step.
Once you formed a ball, place it in a lightly greased bowl covered with plastic film. Let the dough rest for an hour to an hour and a half or until it’s doubled in size.
While the dough is rising, go ahead and make the vanilla pastry cream. Slice the vanilla bean lengthwise and scrape the paste out of it. If you prefer to use vanilla extract, substitute 2 teaspoons per vanilla bean.
Add milk and sugar to a pot, then bring the mixture to just below a simmer over medium-high heat. While the milk is heating up, grab a small bowl and whisk together the cornstarch, egg yolks and a little bit of milk to form a slurry. This thickens up the pastry cream and bring it to the proper consistency.
Once the milk is hot, whisk in the slurry and drop the heat to low. Continue to whisk until the pastry cream is the consistency of pudding. If you desire a richer tasting pastry cream whisk in 1 tablespoon of unsalted butter to this recipe.
Pro Tip: Do not let your pastry cream come to a vigorous boil. The yolks will curdle and you’ll to left with a lumpy pastry cream.
When the pastry cream has thickened, transfer it to a bowl. Place plastic film over the surface to keep the cream from forming a skin. Place your it in the refrigerator until the pastry cream is completely chilled.
Take the total weight of your dough and divide by twelve. You’ll yield one dozen perfectly sized bombolini without leftover dough. Use a pastry cutter or knife to cut chunks of dough equal to the calculated weight. Work it in a circular motion between the flat work surface and the palm of your hand until a compact ball is formed.
Place each bombolini on a parchment paper lined and flowered sheet tray, then cover them with plastic film. Let the dough rise again until doubled in size.
Place the frying oil into an appropriately size pot and heat it to 350 degrees. Once your little donuts have double in size add them one-by-one to the hot oil. Do not crowd the pot. Fry the bombolini in manageable batches.
Remove the donuts from the oil when they a golden brown in color. Place them on a baking rack to cool slightly. The total cook time for your donuts is about 4 minutes.
The next step is to dust the bombolini with some cinnamon and sugar. It’s best to do this while they’re still hot because the mixture will stick to the outside of the donuts better.
Finally, fill each bombolino with the chilled vanilla pastry cream. The easiest way to do this is to place the cream in a piping bag fitted with a small tip. Make a small hole on the side of each donut and inject a tablespoon of the pastry cream into each donut.
Of course, these delightful confections are best enjoyed while warm, but you could prepare them about 12 hours in advance.