Dissolve yeast in warm milk and let sit for 5 minutes.
In a large bowl, combine flour, sugar, and salt.
Add the yeast mixture, eggs, and melted butter to the dry ingredients.
Knead the dough until smooth, about 10 minutes.
Place dough in a greased bowl, cover, and let rise until doubled, about 1 hour.
Roll out the dough to about 1/2 inch thick and cut into circles.
Place filling in the center of each circle and seal the edges.
Let filled bomboloni rise for another 30 minutes.
Heat oil in a deep fryer to 350°F (175°C) and fry until golden brown.
Drain on paper towels and dust with powdered sugar before serving.