Step 1

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.

Step 2

Whisk together egg yolks in a large bowl until smooth. Whisk remaining ½ cup milk into the egg yolks until combined.

Step 3

While whisking, slowly sift the flour into the egg/milk, incorporating all of the flour into a smooth mixture.

Step 4

Whisk the sugar into the egg mixture until combined.

Step 5

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.

Step 6

Pour the mixture back into the saucepan (you can pour it through a sieve to strain out any lumps).

Step 7

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)

Step 8

Transfer pastry cream to a bowl and press a piece of plastic wrap down onto the cream to prevent a skin from forming.

Step 9

Refrigerate the pastry cream until completely cooled (2-3 hours). Meanwhile, prepare the bomboloni donuts.

Step 10

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.

Step 11

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.

Step 12

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.

Step 13

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.

Step 14

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.

Step 15

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.

Step 16

Set the trays of donuts in a warm spot to rise for 1-2 more hours, until doubled in size and visibly puffy.

Step 17

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.

Step 18

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.

Step 19

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.