1. Mix warm milk, yeast and sugar together and give it a few minutes for the yeast to bubble up.
2. Meanwhile, mix flour, salt and sugar together. And then add in all the yeast mixture, butter, eggs and vanilla essence.
3. Using a mixer with the hook attachment, knead until it becomes dough. This should take about 5 minutes. It will be sticky and stretchy.
4. Transfer dough onto a smooth work surface dusted with flour. Roll it out into ½ inch thick.
5. Cut out with a 3 inch cookie cutter. Arrange dough pieces 2 inches apart on a floured baking tray.
6. Cover lightly with cling film and let it rise for 1 to 1.5 hours in a warm place. It should almost double in size.
7. Heat up oil up to 170˚c and fry on both sides until dark golden brown.
8. Remove from heat and quickly roll on paper towels. And then roll them in caster sugar.
9. Gently poke a hole at the side of the Bomboloni with a chopstick and fill it with Nutella. You’d know it is full when the Nutella starts oozing out the sides.