Activate the Yeast: In a small bowl, combine the warm milk, yeast, and a pinch of sugar. Stir gently and let it sit for 5–10 minutes, until foamy.
Make the Dough: In a large mixing bowl (or stand mixer with dough hook), combine flour, sugar, and salt. Add the eggs, vanilla extract, softened butter, and the activated yeast mixture. Mix until a soft, elastic dough forms, about 8–10 minutes.
Let It Rise: Transfer the dough to a lightly greased bowl, cover with a clean towel or plastic wrap, and let it rise in a warm place until doubled in size — about 1.5 to 2 hours.
Shape the Bomboloni: Once risen, punch down the dough and roll it out on a floured surface to about 1/2 inch thickness. Cut into rounds using a 2.5 to 3-inch cutter. Place on a baking sheet lined with parchment paper, cover lightly, and let rise again for 30–45 minutes.
Fry the Donuts: Heat oil in a deep pan to 350°F (175°C). Fry the bomboloni in batches, about 1–2 minutes per side, until golden brown. Use a slotted spoon to remove and drain on paper towels.
Coat in Sugar: While still warm, roll the bomboloni in granulated sugar until fully coated.
Fill (Optional): If desired, use a piping bag with a long nozzle to inject your choice of filling (pastry cream, jam, Nutella) into the center of each donut.
Serve: Enjoy warm for the ultimate indulgent treat!
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