Heat the oil. Pour 2 inches of oil into a heavy pot. Heat to 350–360°F (175–182°C) over medium heat. Keep a thermometer clipped to the side to maintain temperature.

Make the dough base. In a medium saucepan, combine water, butter, sugar, and salt. Bring to a gentle boil. Once the butter melts, reduce heat to medium and add the flour all at once.

Cook the dough. Stir vigorously with a wooden spoon until the mixture forms a ball and pulls away from the sides, 1–2 minutes. You’ll see a thin film on the bottom of the pan—this is good.

Cool slightly. Transfer the dough to a mixing bowl. Let it cool for 3–5 minutes so the eggs don’t scramble. It should still be warm, not hot.

Beat in the eggs. Add eggs one at a time, mixing fully before adding the next. The dough may look split at first—keep mixing and it will come together. Stir in vanilla and lemon zest.

Check the texture. The dough should be thick, glossy, and pipeable, dropping from a spoon in a thick ribbon. If it’s too stiff, beat in 1 tablespoon of water.

Shape the zeppole. You can scoop with a teaspoon or small cookie scoop, or pipe small mounds using a piping bag. Aim for walnut-size portions for even cooking.

Fry in batches. Carefully drop 5–7 pieces into the hot oil, avoiding crowding. Fry 3–4 minutes, turning occasionally, until deep golden and puffed.

Drain and sugar. Use a slotted spoon to transfer to a paper towel–lined tray. Immediately dust with powdered sugar or toss in cinnamon sugar while warm.

Repeat and serve. Keep the oil at 350–360°F. Adjust the heat as needed between batches. Serve zeppole warm with extra powdered sugar and your favorite dips.