In a large mixing bowl, combine all-purpose flour, salt, and granulated sugar. Warm the milk to about 110°F (43°C) and add the yeast, letting it sit for 5–10 minutes until foamy. Pour into the well with melted butter and eggs and knead for 8 minutes until smooth and elastic.

Transfer kneaded dough into a greased bowl, cover with a damp cloth, and let it rise in a warm spot until doubled in size, about 90 minutes.

Once risen, punch down the dough gently to release excess air. Roll out to ½ inch thick on a floured surface and cut into 3-inch circles. Place on a lined baking tray, cover, and let rest for 10 minutes.

Heat vegetable oil in a deep fryer or pan to 350°F (175°C). Fry dough circles in batches for about 3–4 minutes on each side until golden brown. Drain on paper towels.

In a saucepan, heat the whole milk until steaming. Whisk together egg yolks, sugar, and cornstarch. Gradually pour hot milk into the egg mixture while whisking to prevent curdling. Return to pan and cook over low heat until thickened, about 5 minutes. Stir in vanilla extract and cool.

Once cooled, place custard in a piping bag. Fill each bombolone by inserting the tip into the side and squeezing gently until plump. Dust with powdered sugar before serving.