In a large bowl, combine flour, sugar, lemon zest, and salt. Dissolve the yeast in warm milk and add to the dry ingredients along with the eggs, kneading until a soft dough forms.

Gradually incorporate the softened butter into the dough, kneading until smooth and elastic. Cover the dough and allow it to expand until it has doubled in volume.

To make the pastry cream, heat milk with vanilla or lemon zest until warm. In a separate bowl, whisk together egg yolks, sugar, and flour, then slowly add the warmed milk. Cook over medium heat, stirring until thickened. Let cool completely.

Flatten the dough and use a cutter to create circular shapes. Let them rise again, then fry in hot peanut oil until golden.

Fill the Bomboloni with the pastry cream using a piping bag and serve warm, dusted with powdered sugar if desired.