Pour the warm milk into a small bowl and sprinkle the yeast over the top. Add one teaspoon of the sugar, stir gently, and let it sit for 5-10 minutes.

The mixture should become foamy and fragrant; if it doesn't foam after 10 minutes, the yeast is not active.

In a large mixing bowl, whisk the flour, remaining sugar, and salt together. Make a well in the center and add the activated yeast mixture, eggs, butter, and vanilla extract.

Mix with a wooden spoon until a shaggy dough forms, then knead by hand for 8-10 minutes until smooth and elastic.

Alternatively, use a stand mixer with a dough hook to mix for 6-7 minutes.

Shape the dough into a ball and place it in a lightly oiled bowl. Cover and let it rise in a warm spot for 1 to 1.5 hours, until doubled in size.

Whip the cold heavy cream in a chilled bowl until soft peaks form.

In a separate bowl, mix mascarpone with powdered sugar, vanilla, almond extract, and lemon zest until smooth.

Gently fold the whipped cream into the mascarpone mixture and refrigerate.

Once the dough has risen, punch it down and divide into 12 equal portions.

Roll each piece into a ball and place on a parchment-lined baking sheet. Let them rise for another 30-40 minutes.

Preheat the oven to 375°F (190°C) and bake bombs for 18-20 minutes until lightly golden.

Brush with melted butter immediately after baking and let cool.

Poke a hole in each cooled bomb and fill with the cream. Dust with powdered sugar and cinnamon if desired.