1. Combine together the flour, yeast, salt, sugar, and lemon zest in a large bowl or the bowl of a stand mixer fitted with a dough hook. Then add the eggs, milk, butter and vanilla extract, and be sure to mix well. Next, knead the dough in the stand mixer or if making the dough by hand for about 2 minutes and then tip it onto a floured work surface and knead until it’s smooth and elastic but still quite sticky, about 5 minutes. When finished, transfer the dough to a large, lightly oiled bowl. Using a plastic wrap, cover and then let rise in a warm place until doubled in size, about 1 hour.
2. Use a rolling pin to roll out the dough until about 3/4 inch thick. Then, cut the dough into disks with a round pastry cutter the size of a cup. Now, you may want to place the dough on a baking sheet lined with parchment paper, and cover with plastic wrap. Please let rise for 1 more hour.
3. In a large, deep pan, heat oil to 350 F and fry the doughnuts, in batches, for 4-5 minutes, turning halfway through the cooking time, until golden brown. Remove using a slotted spoon and then drain on paper towels. Then please dredge the doughnuts in granulated sugar until completely covered.
4. Choose the filling you like and spoon into a piping bag fitted with a medium nozzle. Once done, you can make a small hole in the side of each doughnut, push in the nozzle and squeeze to fill the bomboloni and Serve warm, ENJOY!!.