In a large mixing bowl, combine all-purpose flour, granulated sugar, instant yeast, and salt. In another bowl, whisk together warm milk, eggs, melted unsalted butter, and lemon zest. Gradually pour the wet ingredients into the dry mixture, stirring until a soft dough forms.

Turn your dough onto a floured surface and knead for about 10 minutes until it becomes smooth and elastic. Place the kneaded dough in a greased bowl, cover it and let it rise for about 1 hour or until it has doubled in size.

In a medium saucepan, combine whole milk and granulated sugar, heating until it simmers. Whisk together egg yolks and cornstarch in a bowl. Once the milk is hot, slowly whisk in the egg mixture, then return to stove and stir until thickened, about 5-7 minutes. Remove from heat and mix in vanilla extract and unsalted butter; let cool.

Once your dough has risen, punch it down gently and roll it out to about ½ inch thick. Cut into 3-inch circles using a round cutter. Place cut dough on a lined baking sheet and let rise for about 30 minutes until puffed.

Heat vegetable oil in a deep pot to 350°F (175°C). Carefully add the dough circles in batches and fry each bombolone for about 2-3 minutes on each side until golden brown. Use a slotted spoon to remove them and drain on a paper towel-lined plate.

Once cooled slightly, use a piping bag fitted with a small round tip to fill each bombolone with the rich pastry cream. Be careful not to overfill.

Dust your Bomboloni alla Crema generously with powdered sugar before serving. Best enjoyed fresh and warm.