Warm the milk in a large pan. Before it boils, add the semolina flour and whisk until smooth. Cook over medium heat for about 5 minutes, stirring often, until it starts to detach from the sides of pan. Remove from the heat and let it cool down.
Add the eggs, flour, sugar, baking powder, and salt. Mix well, until smooth again.
Add the orange zest, finely grated. And whisk again. Let the batter rest for about half an hour, or until you prepare the custard cream.
Prepare a custard cream following the link above. Let it cool completely and place in the refrigerator.
Heat the oil in a large enough pan. Note: it's better if the oil fills no more than half of the pan.
Drop spoonfuls of batter in the oil and fry until golden brown. Make sure you don't fry too many frittelle at the same time. They need space to cook, and turn around. Remove from the oil and place on paper towel to drain the excess oil. Check the first fritter and make sure it's fully cooked inside. If not, lower the flame and cook for a little longer. Let the frittelle cool down. If you would like to make your custard cream a little softer, whip 2 oz of whipping cream and add to the custard cream. Mix well, until smooth.
When ready to eat them, cut the frittelle in half and fill with the cream.
Sprinkle with powder sugar and enjoy!