In a mixing bowl, combine warm milk, sugar, and yeast. Let it sit for 5-10 minutes until frothy.

Add flour, salt, egg, and melted butter to the yeast mixture. Mix until a dough forms.

Knead the dough on a floured surface for about 5 minutes until smooth. Place in a greased bowl, cover, and let rise for 1 hour.

In a bowl, whisk together peach puree, prosecco, heavy cream, powdered sugar, and vanilla extract until smooth.

Transfer the mixture to a pastry bag and refrigerate until ready to use.

Once the dough has risen, punch it down and roll it out to about 1/2 inch thick. Cut out circles using a cookie cutter.

Heat vegetable oil in a frying pan to 350°F (175°C). Fry the dough circles until golden brown on both sides, about 2-3 minutes per side.

Remove from oil and drain on paper towels.

Mix granulated sugar and cinnamon in a bowl. Roll the warm bomboloni in the mixture to coat.

Using the pastry bag, fill each bomboloni with the peach bellini filling.