In a large mixing bowl, combine all-purpose flour, yeast, sugar, and warm milk. Mix in softened butter, eggs, and vanilla extract until a dough begins to form.

Knead for about 5 minutes on a floured surface until smooth and elastic, then shape it into a ball.

Place the kneaded dough in a lightly greased bowl, cover it with a clean kitchen towel, and let it rise in a warm area until doubled in size, around 1 hour.

Once risen, turn the dough out onto a floured surface and roll it into a ½-inch thick layer. Use a round cutter to cut out rounds.

Place the dough circles on a floured tray and let them rest for an additional 30 minutes.

Heat vegetable oil to 350°F (175°C). Fry each bombolone for about 2-3 minutes per side until golden brown.

Remove from oil and let them drain on paper towels. Allow to cool slightly for about 5 minutes before filling.

Using a piping bag, gently inject each doughnut with pastry cream.

Place the filled bomboloni in a shallow dish with powdered sugar. Roll them gently to coat.