In the bowl of a stand mixer fitted with the dough hook, mix the yeast, water, 1/2 cup sugar, egg, butter, milk and salt on medium-low speed until incorporated, about 2 minutes. Slowly add in the flour 1/2 cup at a time until 3 cups have been added. At this point, add flour in tablespoon increments just until the dough is no longer super sticky.
Transfer into a mixing bowl, coat with the olive oil and cover. Allow the dough to rise in a warm place until it has doubled in size, about 1 hour. Punch down the dough.
Transfer to a lightly floured surface and roll the dough out to 1/4“ thick. Using a 2-inch round cutter, cut out 24 rounds and place on a floured baking sheet and let rise again until doubled, about 10-15 minutes. Meanwhile, combine the remaining 1/4 cup sugar with the cinnamon and set aside.
In a large heavy pot, heat 4-5 cups canola oil to 350. Add the Bombolini, 3 at a time, and fry until golden brown, about 30-40 seconds. Turn once halfway through. Transfer to paper towels to drain. While still warm, sprinkle with the cinnamon sugar. Fill them with the Italian cream using a pastry bag fitted with a 1/2” tip.
Italian Cream Filling
In a shallow bowl, add the water and sprinkle the gelatin evenly across the top. Allow to bloom for at least 5 minutes.
Combine the yolks, sugar and salt in a mixing bowl and whisk until smooth and pale yellow, about 2-3 minutes.
In a 2 quart sauce pot, bring the milk just to a boil over medium heat, watching closely so as not to scorch. Very slowly, pour into the yolk mixture so as not to scramble the eggs. Return to the pot and cook over medium heat, stirring constantly with a rubber spatula until the mixture thickens, about 6-10 minutes. Remove from the heat and immediately strain. Let cool to 160.
Heat the gelatin just enough to dissolve and fold into the warm custard with the vanilla extract.
In the chilled bowl of a stand mixer fitted with the whip attachment, beat the heavy cream on high until medium peaks form, about 3-4 minutes and fold into the custard. Let cool at room temperature, or chill overnight. Transfer to a pastry bag fitted with a 1/2“ tip and use to fill Bombolini.
For Chocolate Variation:
Finely chop 6 ounces (by weight) of bittersweet chocolate and place in a large bowl. When you strain the hot mixture, strain it over the chopped chocolate and stir until completely incorporated and smooth.