• Add the egg yolk, sugar, and lemon zest in a large bowl and whisk until combined.
• Add the cornstarch and whisk together well.
• Heat the milk in a saucepan over medium heat for 4 to 5 minutes until it starts to steam. Remove from the heat, let it sit for 1 minute, and add the vanilla.
• Slowly pour a ladle or two of the warmed milk into the egg mixture, whisking constantly so the egg mixture doesn’t start to cook.
• Pour the warmed egg mixture back into the saucepan with the remaining warmed milk, and on a low heat. Continue stirring/whisking until it is thick and creamy - about 6 to 8 minutes.
• Note: Around minutes 3 to 4, the custard will start sticking to the sides of the saucepan. It will thicken very quickly once the cooking time reaches 6 to 7 minutes. Keep whisking to smooth any lumps that may form.
• Once thickened, pour it into a bowl and allow it to come to room temperature for about 15 minutes. Cover the bowl with plastic wrap, allowing the wrap to touch the top of the cream (this prevents skin from forming), and place it in the refrigerator for 2 to 3 hours to finish cooling.

Make the Dough:

• Place the milk in the microwave and warm for 90 seconds at 60% power. Remove when finished and set aside to cool to 120 degrees F while the dough is started.
• Sift the bread and flour with the sugar and add the yeast into a mixer bowl with a dough hook.
• Add the butter, lemon zest, vanilla, and eggs. Mix on low to combine the flour mixture.
• Pour in the warm milk slowly while the mixer is running. Mix for 3 to 5 minutes at a low speed until the dough forms a smooth ball around the hook. The dough will be combined and separated from the sides of the mixing bowl.
• Lightly spray a large bowl with nonstick cooking spray. Place the dough in it and cover with plastic wrap. Let the dough proof in a warm location until it has doubled in size, which could take an hour or 2.
• Place the proofed dough on a lightly floured surface, and, using a rolling pin, flatten it out into a rectangle about 1/3 inch thick.
• Using a 3” cutter, cut the dough into circles. At the first rolling, you should get 12 doughnuts, and you can make a few more with the dough scraps.
• Place the cut-out pieces on a parchment-lined baking sheet and loosely cover them with plastic wrap or a kitchen towel. Leave plenty of room between each piece for them to raise.
• Let them proof in a warm location until they increase in size, which could take 1 or 2 hours.

Cook Them:

• Line a cooking sheet with paper towels and set aside. Place a second cooking sheet with a cooling rack on top aside.
• In a wide, shallow bowl, add granulated sugar and set aside.
• In a deep, heavy-bottomed pan, heat 4 cups of vegetable or canola oil on medium heat until it reaches 325 to 350 degrees F.
• Pro tip: Keep the temperature of the oil less than 350 degrees F to keep the bomboloni from cooking too quickly on the outside before the inside has a chance to cook through. The burner temperature might need to be lowered during the cooking process to keep the oil from cooking the bomboloni too quickly.
• Carefully place one bomboloni at a time into the hot oil, releasing/dropping the dough away from you. Working in batches, cook for 1 minute per side, then flip the bomboloni to the other side using long wooden chopsticks or tongs. Cook an additional 1 or 2 minutes until golden brown. Remove from the oil and place on paper towels to drain off excess oil.
• While warm, roll each bomboloni in the granulated sugar to coat the outside. Place the sugared bomboloni on the cooling rack/sheet.
• Once all the bomboloni are cooked, allow them to cool at room temperature for 30 minutes before filling.

Fill Them:

• Fill a pastry bag with the chilled pastry cream fitted with a round piping tip and set aside.
• Make a small cut on the side of a bomboloni. Then, using the handle end of a wooden spoon, push the handle inside the bomboloni and twist it to make a small hole for the filling.
• Insert the tip of the piping bag filled with pastry cream and inject each doughnut with 1 or 2 tablespoons of pastry cream.
• Note: Apply enough pressure to fill the doughnut; the initial hole created is just a starting point to get the cream inside; you should see the doughnut expand. Release the filling to avoid causing the side to burst with pastry cream.