For the pastry cream: Bring the milk to a simmer in a small saucepan over low heat. Whisk together the sugar, cornstarch, salt and eggs in a small bowl until pale. Slowly whisk in the hot milk, and then return the mixture to the pan and whisk constantly over medium heat until thickened, about 2 minutes. Add the liqueur and cook for 30 seconds longer. Remove from the heat, stir in the butter, vanilla and orange zest. Cover with plastic wrap and cool to room temperature. Refrigerate until cold, at least 4 hours and up to 24 hours. Just before using, fold in the whipped cream until combined. Keep cold.
For the bomboloni: Combine 1 cup plus 2 tablespoons of the flour, the water, honey and yeast in the bowl of an electric stand mixer and mix. Cover the bowl with plastic wrap and let stand at room temperature until foamy, about 1 hour.
Return the bowl to the mixer, fitted with a dough hook. Add the remaining flour, along with the milk, granulated sugar, salt and egg yolks. Mix at low speed until blended, and then add the butter. Knead at medium speed until silky but sticky, about 5 minutes. Keep in mind that the dough will not pull away from the sides of the bowl. Scrape the dough into an oiled bowl using an oiled spatula and cover with plastic wrap. Refrigerate overnight. The dough will not rise.
For the dipping sauce: Bring the heavy cream to a simmer in a small saucepan. Put the chocolate in a medium bowl. Add the hot cream and let sit for 1 minute. Gently whisk until smooth; stir in the orange liqueur and vanilla extract. Keep warm.
For frying: Heat the canola oil in a large saucepan to 360 degrees F. Line a wire rack with paper towels. Fill a shallow bowl with 1/2 inch granulated sugar. Roll out the dough on a lightly-floured surface to a scant 1/2-inch thick. Stamp out 32 rounds using a 1/2-inch-round biscuit cutter; do not re-roll the dough. Fry the rounds, 8 at a time, until they are browned, about 4 minutes. Be sure to keep the oil between 360 degrees F and 375 degrees F. Transfer the bomboloni to paper towels to drain the excess oil, then roll them in the granulated sugar. Continue frying and rolling the remaining bomboloni.
Fit a pastry bag with a 1/4-inch plain tip and fill with the pastry cream. Gently push the tip three-fourths of the way into the bomboloni and squeeze in the cream, pulling the tip out slightly as you squeeze to fill them as much as possible. Serve warm. Dip into the chocolate-orange sauce and dust with confectioners' sugar.