In a small bowl, combine warm milk and sugar, stirring in the dry yeast. Let sit until foamy.

In a large mixing bowl, whisk together flour, eggs, and melted butter. Pour in the foamy yeast mixture and knead until smooth.

Place the dough in a greased bowl, cover with a towel, and let rise for about 1 hour until doubled.

Punch down the dough and roll small pieces into balls. Let them rise again for 30 minutes.

Heat oil to 350°F (175°C). Fry dough balls until golden brown, about 2-3 minutes per side.

Transfer fried bomboloni to a towel-lined plate to cool. Fill with heavy cream using a piping bag.

Roll filled bomboloni in powdered sugar before serving.