In a medium saucepan, combine ½ cup milk and 1 cup heavy cream. Heat over medium heat, stirring constantly until almost boiling (4-5 minutes). When the milk begins to steam, remove from heat. Stir in vanilla extract and set aside.
Whisk together egg yolks in a large bowl until smooth. Whisk remaining ½ cup milk into the egg yolks until combined.
While whisking, slowly sift the flour into the egg/milk, incorporating all of the flour into a smooth mixture.
Whisk the sugar into the egg mixture until combined.
Add the hot milk to the egg mixture slowly, whisking constantly. I like to spoon the hot milk into the egg while whisking. Continue adding the hot milk until it has all been stirred into the egg mixture.
Pour the mixture back into the saucepan (you can pour it through a sieve to strain out any lumps).
Heat over medium, stirring constantly, until mixture comes to a simmer. Simmer for about one minute while mixture thickens and then remove from heat. (about 5-6 minutes total)
Transfer pastry cream to a bowl and press a piece of plastic wrap down onto the cream to prevent a skin from forming.
Refrigerate the pastry cream until completely cooled (2-3 hours). Meanwhile, prepare the bomboloni donuts.
For the Donuts
Sift together the bread flour, sugar, and yeast into the bowl of a standing mixer. Add the pieces of butter, orange zest, vanilla extract, and eggs.With the dough hook attached, turn the mixer onto low speed and begin combining the flour mixture.
Pour in the warmed milk while the mixer is running.Allow the dough hook to incorporate all of the flour mixture into the liquids until a dough forms.Continue mixing on low speed for about 5 minutes - until the dough forms a ball around the hook and is smooth.
Transfer the dough to a large greased bowl and cover with plastic wrap.Set the dough in a warm, draft free location for 1 ½-2 hours, or until the dough has doubled in size.
Transfer the risen dough to a lightly floured surface. Important: Add only enough flour to keep the dough from sticking to the surface and your rolling pin - excess flour will make the donuts tough.Roll the dough to ½” thick and cut out circles using a 3-inch round biscuit cutter.
Arrange the donuts on a parchment lined baking sheet, leaving plenty of room between each donut to rise.Spray a sheet of plastic wrap with nonstick cooking spray and place it (oiled side down) over the donuts.
When you have cut out all of the donuts that you can, gather the scraps of dough back into a ball and roll out again too ½” thick. Work the dough as little as possible. Discard any remaining scraps that you are not able to shape into donuts.
Set the trays of donuts in a warm spot to rise for 1-2 more hours, until doubled in size and visibly puffy.
When the rise period is almost over, begin heating the frying oil. Use a heavy bottomed pot (Dutch oven works well) and fill at least 4 inches deep with oil. Heat the oil until the temperature reaches and maintains 350°F.
Place a couple donuts into the hot oil at a time and fry on each side for 2-3 minutes or until golden brown.Remove donuts with a slotted spoon and place on paper towels or paper bags to drain.While still warm, roll each donut in granulated sugar to coat completely.
Fill a pastry bag with Italian pastry cream and fit with a piping tip with a round open end (we used one specifically for filling here, but it’s not necessary).Pierce the side of each donut or cut a small slit with a knife. Insert the tip of the pastry bag and fill each donut with about 2 tablespoons of pastry cream.
Video
Notes
Store in an airtight container in the refrigerator for up to 5 days.Donuts are best within a few hours of cooking, but can be stored in an airtight container for 1-2 days.Do not overheat the milk. It will kill the yeast. A temperature between 100-110°F is perfect.Bomboloni dough is sticky and tender. Use as little extra flour as possible and work the dough (after the first rise) as little as possible to keep the donuts tender.You can also refrigerate the dough overnight. Be sure that it is covered well.Transferring the raised donuts into the hot oil is tricky. After they have risen, the dough is quite tender. If you lift the donut off of the parchment paper, it may deflate or become misshapen. The best way to combat this is to cut the parchment paper between each donut so that each donut rests on its own individual square of parchment. Lift the whole square and transfer the donut into the oil, then remove the parchment from the oil.Maintain the oil at 350°F. If the oil isn’t hot enough, the donuts will soak up too much oil. If the oil is too hot, the donuts will cook on the outside before they cook on the inside. A dutch oven will keep the heat more steady.