Dissolve yeast in the lukewarm water; allow it to bloom (bubble).
In a stand mixer with dough hook, combine flours, sugar, butter, eggs (except one), salt, orange zest, and vanilla. Mix on medium 5 minutes, then high 5 more minutes until smooth elastic dough.
Add the final egg; continue mixing to incorporate and adjust flour if sticky.
Turn dough onto lightly floured surface, knead briefly, then transfer to large oiled bowl. Cover and let rise in warm place ~2 hours until tripled.
Punch down gently, roll dough to 1.5 cm (½ inch) thickness. Cut rounds using glass or cutter.
Place rounds on lined baking sheets, cover lightly, and allow second rise ~1.5 hours until puffy.
Heat vegetable oil to 170–180 °C (~338–356 °F).
Fry bomboloni in batches for ~3 minutes per side, until golden. Remove and drain on rack.
While still warm, roll in granulated sugar until coated.
Optionally fill with jam, custard, or cream. Serve warm.