In the bowl of a stand mixer, mix the water, yeast, honey, and 1 cup + 2 tablespoons (160 g) of flour.
Cover with plastic wrap and let it rest at room temperature until the mixture foams, about 1 hour.
Equip the mixer with the dough hook.
Add the remaining flour (1 and 3/4 cups + 2 tablespoons / 260 g), with the milk, egg yolks, sugar, vanilla, and orange zest, and salt.
Mix at low speed until a homogeneous consistency is reached, then add the butter and knead at medium speed until the dough is smooth but still sticky, about 5 minutes. The dough will not come off the bowl.
Using an oiled spatula, transfer the dough to an oiled bowl and cover with plastic wrap. Refrigerate overnight.

In a large pot, heat the canola oil to 360 F / 180 C.
Prepare a rack with paper towels.
Fill a bowl with 1/2 ” (12 mm) of sugar.
On a lightly floured surface, roll out the dough to 1/2 ” (12 mm) thickness.
Cut out the doughnuts with a 2″ (50 mm) round cookie cutter.
Fry the doughnuts, 4 to 5 at a time, until they are golden brown, about 4 minutes.
Drain the Bomboloni on paper towels.
Roll them in granulated sugar.

Filling:
Fill a piping bag with a pointed tip with jam, then fill the bomboloni with jam.