1. In a large mixing bowl, combine the flour, sugar, salt, and instant yeast. Stir until well mixed.
2. In a separate bowl, whisk together the warm milk, eggs, and vanilla extract. Gradually add this mixture to the dry ingredients, stirring until a soft dough forms.
3. Incorporate the melted butter into the dough, kneading until smooth and elastic, about 10 minutes. Add flour as needed to prevent sticking, but keep the dough soft.
4. Place the dough in a greased bowl, cover with a clean cloth, and allow it to rise in a warm place until doubled in size, approximately 1 to 1.5 hours.
5. Once risen, punch down the dough and roll it out on a lightly floured surface to about 1/2 inch thickness. Use a round cutter to cut out circles.
6. Transfer the dough circles to a parchment-lined tray, cover, and let them rise for another 30 minutes.
7. Heat vegetable oil in a deep fryer or large pot to 350°F (175°C). Fry the bomboloni in batches, turning occasionally, until golden brown, about 2-3 minutes per side.
8. Remove from oil and drain on paper towels. Allow them to cool slightly before filling.
9. Using a piping bag fitted with a small tip, fill each bombolone with pastry cream. Dust with powdered sugar before serving.

Remember, patience is key when working with dough. As Nonna Rosa would remind me, “Good things come to those who wait.”