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1
In a mixing bowl, dissolve the yeast in the milk (an electric mixer will work well for this recipe). Add the flour, 1/4 cup sugar, the eggs, butter, and orange and lemon zest; mix them in thoroughly. Knead the dough until it is very smooth, then add the salt and knead for 2 or 3 minutes more. Cover with plastic wrap and let the dough proof in the refrigerator for 6 hours.
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2
Line a sheet pan with parchment or wax paper. Remove the dough from the bowl and roll it out on a clean working surface into a sheet 1/4 inch thick. Cut 3-inch circles out of the dough with a cookie cutter or glass. Place the circles, not too close to one another, on the sheet pan, and drape plastic wrap loosely over them. Let the circles proof at room temperature for 30 minutes - they will puff up and out a little.
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3
In a deep pan over medium-heat, warm the oil until it reaches 375?F. (a drop of water will splutter and crackle in it). Drop in the circles, a few at a time, and fry them until they're golden brown, lifting them out of the oil as they are done and draining them on paper towels. When they are cool enough to handle, dip the bomboloni in sugar and arrange them, sugared side up, on a platter.
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4
If you like, fill each bomboloni with pastry cream: Fill a pastry bag with pastry cream. Insert the medium-size tip into the center of the bottom of each bomboloni and squeeze gently to release about 1 tablespoon of cream. Carefully remove the tip from the pastry.
