Using an electric mixer, whip the egg yolks with the sugar until pale, white, and fluffy.

Add the vanilla extract to the milk.

Slowly pour the milk into the egg mixture while whipping continuously.

Add the sifted flour and whip until smooth and well combined.

Transfer the mixture to a pot, place it over the heat, and bring it to a boil.

Simmer for a few minutes, stirring constantly with a whisk, until the cream thickens.

Transfer the cream to a bowl and cover it with cling wrap, pressing the wrap directly onto the surface to prevent a skin from forming.

Let the cream cool completely before using it.

Put the flours, sugar, instant yeast, vanilla extract (or vanilla bean seeds), lemon zest, and salt in the bowl of an electric mixer fitted with the paddle attachment. Mix to combine.

Pour in the warm milk and quickly knead it into the dry ingredients.

Add the eggs all at once and knead until a rough ball of dough forms.

Gradually add the butter, one piece at a time, fully incorporating each piece before adding the next.

Knead until the dough becomes smooth and elastic (not sticky), about 10 to 15 minutes.

Shape the dough into a ball, return it to the bowl, cover with plastic wrap, and leave to rise in a warm place for 1½ to 2 hours – or until doubled in volume.

While the dough is proofing, cut square sheets of baking paper about 11 cm – 4.5 inches.

When the dough has doubled in volume, transfer it to a clean, floured surface.

Roll the dough out to a thickness of about 1 cm – slightly less than ½ inch.

Using a cookie cutter or glass, cut out rounds about 7 cm to 7½ cm – 2¾ to 3 inches in diameter.

Gather the leftover dough, knead briefly to bring it together, return it to the bowl, cover, and leave to rise again in a warm place until doubled.

Place the dough rounds on a deep baking tray lined with the prepared baking paper sheets sprayed lightly with vegetable oil.

Cover the tray with plastic wrap and leave the rounds to rise in a warm place until doubled in volume.

Heat the sunflower oil in a large pot over medium heat to between 160°C and 170°C – 320°F to 340°F.

Prepare two large plates; line one with 3 to 4 layers of paper towel for draining, and dust the other with a light layer of caster sugar for rolling.

Carefully transfer each bombolone into the hot oil by dipping it in with the baking paper.

Fry four to six bomboloni at a time until golden on both sides. This takes 3 to 5 minutes.

Remove the bomboloni with a slotted spoon, drain on the paper towels, and immediately roll them in caster sugar until evenly coated.

While the bomboloni are still warm, fill them with Crema Pasticcera.

Transfer the Crema Pasticcera to a large pastry bag fitted with a ½ cm to 1 cm – ¼ inch to ½ inch plain round tip.

Use a sharp paring knife to make a small hole in the centre of the top of each bombolone.

Insert the pastry tip into the hole and pipe the cream until the bombolone feels heavy and a mound of pastry cream forms on top.

Bomboloni are best enjoyed on the day they are made. Serve immediately.