A traditional sweet eaten all over Italy, bomboloni can be dusted simply with sugar, filled with vanilla custard or doused in melted chocolate. Whatever your preference, make sure you make more than you think you’ll need as they disappear very quickly.A traditional sweet eaten all over Italy, bomboloni can be dusted simply with sugar, filled with vanilla custard or doused in melted chocolate. Whatever your preference, make sure you make more than you think you’ll need as they disappear very quickly.