Mean-field approaches successfully reproduce nuclear bulk properties like masses and radii within the Energy Density Functional (EDF) framework. However, complex correlations are missing in mean-field models and several observables related to single-particle and collective nuclear properties cannot be predicted accurately. The necessity to provide a precise description of the available data as well as reliable predictions in the exotic regions of the nuclear chart motivates the use of more sophisticated beyond-mean-field models. Correlations and higher-order corrections (beyond the leading mean-field order) are introduced. A crucial aspect in these calculations is the choice of the effective interaction to be used when one goes beyond the leading order (available effective interactions are commonly adjusted at the mean-field level). In the first part, we deal with the equation of state of nuclear matter evaluated up to the second order with the phenomenological Skyrme force. We analyze the ultraviolet divergence that is related to the zero range of the interaction and we introduce Skyrme-type regularized interactions that can be used at second order for matter. Cutoff regularization and dimen- sional regularization techniques are explored and applied. In the latter case, connections are naturally established between the EDF framework and some techniques employed in Effective Field Theories. In the second part, we check whether the regularized interactions introduced for nuclear matter can be employed also for finite nuclei. As an illustration, this analysis is performed within the particle- vibration model that represents an example of beyond mean-field models where an ultraviolet divergence appears if zero-range forces are used. These first applications suggest several directions to be explored to finally provide regularized interactions that are specially tailored for beyond- mean-field calculations for finite nuclei. Conclusions and perspectives are finally illustrated.