1. In a large mixing bowl, combine the flour, sugar, yeast, and salt. Mix well.

2. In a separate bowl, whisk together the warm milk, eggs, melted butter, and lemon zest.

3. Gradually add the wet ingredients to the dry ingredients, mixing until a soft dough forms.

4. Transfer the dough onto a lightly floured surface and knead for about 10 minutes, until smooth and elastic.

5. Place the dough in a greased bowl, cover with a damp cloth, and allow to rise in a warm place for about 1 hour or until doubled in size.

6. In a saucepan, heat the milk and sugar over medium heat until simmering.

7. In a separate bowl, whisk together the egg yolks and cornstarch until smooth.

8. Slowly pour the hot milk mixture into the egg yolk mixture while stirring constantly.

9. Return the mixture to the saucepan and cook, stirring continuously, until thickened. Remove from heat and stir in vanilla extract and butter. Allow it to cool.

10. Once the dough has risen, punch it down and turn it out onto a floured surface. Roll it out to about ½ inch thickness.

11. Cut out circles using a round cutter (about 3 inches in diameter).

12. Place the circles on a parchment-lined baking sheet, cover, and let them rise for another 30 minutes.

13. In a deep fryer or large pot, heat the vegetable oil to 350°F (175°C).

14. Carefully place a few dough circles in the hot oil and fry until golden brown on both sides, about 2-3 minutes per side.

15. Use a slotted spoon to remove them and drain on paper towels.

16. Once the bomboloni are cool enough to handle, fill a piping bag with the cooled pastry cream.

17. Poke a hole in the side of each doughnut and squeeze to fill with cream.

18. Dust the filled bomboloni with powdered sugar before serving.