In a large mixing bowl, whisk together the all-purpose flour, salt, and granulated sugar. Make a well in the center and pour in the warm milk mixed with yeast. Let it sit for about 5–10 minutes until frothy. Then, add the sweet butter and eggs into the mixture. Knead the dough on a floured surface for about 8 minutes until it becomes smooth and elastic.

Transfer the dough into a greased bowl, covering it with a clean kitchen towel. Place it in a warm, draft-free area for approximately 90 minutes or until it has doubled in size.

Once the dough has risen, punch it down gently to release air. Roll the dough out to about ½ inch thick on a floured surface. Using a round cutter, cut out circles and place them on a tray lined with parchment paper. Cover the tray lightly with a towel and let the rounds rest for 10 minutes.

In a deep skillet, heat vegetable oil to 350°F (175°C). Carefully fry the dough rounds in batches, ensuring not to overcrowd the pan. Fry each side for about 2–3 minutes or until they are golden brown.

For the custard filling, heat the whole milk in a saucepan over medium heat until it simmers. Whisk together the egg yolks, sugar, and cornstarch in another bowl. Gradually whisk in the hot milk into the egg mixture. Return to the stove and cook, stirring continuously, until it thickens.

Once both the bomboloni and custard have cooled, make a small slit in each bombolone using a knife. Fill a piping bag with the cooled custard, and carefully pipe it into each bombolone until plump. Dust each with powdered sugar before serving.