Prepare the dough by dissolving yeast and 10g of sugar in the warm milk; let stand for 5 minutes until foamy.
In a stand mixer fitted with a dough hook, combine both flours, remaining sugar, salt, and lemon zest.
Add the yeast mixture, eggs, and vanilla extract to the dry ingredients. Knead on low speed for 8-10 minutes until a smooth, elastic dough forms.
Incorporate the softened butter one cube at a time, ensuring each piece is fully absorbed before adding the next.
Place the dough in a lightly greased bowl, cover with plastic wrap, and proof in a warm environment for 2 hours or until doubled in size.
While dough proofs, prepare the Crema Pasticcera: Heat 500ml milk with vanilla bean until steaming.
Whisk egg yolks, sugar, and cornstarch in a separate bowl until pale. Gradually temper the yolks by pouring in 1/3 of the hot milk while whisking constantly.
Return the mixture to the saucepan and cook over medium-low heat, whisking vigorously until the custard thickens. Transfer to a bowl, cover with film touching the surface, and chill.
Punch down the risen dough. Roll out on a floured surface to 1.5cm thickness. Cut into 8cm circles using a round cutter.
Place rounds on individual squares of parchment paper. Cover and proof for a second time for 60-90 minutes.
Heat oil to 170°C (340°F). Carefully drop the dough rounds (with their parchment paper) into the oil. Remove the paper with tongs once it detaches.
Fry for 2-3 minutes per side until deep golden brown. Drain on paper towels.
Roll the warm bomboloni in granulated sugar immediately to ensure even coating.
Once cooled slightly, poke a hole in the side or top using a small knife. Use a piping bag to inject the chilled Crema Pasticcera until the doughnut is heavy and full.