In a large mixing bowl, combine flour, salt, and granulated sugar. Make a well in the center and add warm milk mixed with yeast. Allow to sit until foamy. Add butter and eggs; mix thoroughly and knead for about 8 minutes.

Shape the dough into a ball, place in a greased bowl, cover, and let rise for about 90 minutes until doubled in size.

Once risen, punch down the dough and roll out to ½ inch thickness. Cut out circles and place on a baking sheet lined with parchment paper. Rest for 10 minutes.

Heat vegetable oil in a deep frying pan to 350°F (175°C) and fry dough circles in batches until golden brown on both sides.

For the custard filling, heat whole milk until steaming. Whisk together egg yolks, sugar, and cornstarch until smooth. Temper the egg mixture with hot milk, return to saucepan, and cook until thickened. Stir in vanilla extract and cool.

Fill each bombolone with custard and dust lightly with powdered sugar before serving.