This recipe has been translated and adapted from the YouTube channel Giallo Zafferano.
These pastries—not the doughnut hole-style zeppole you might find in New York—are topped with decadent lemon crema, and typically only served in the month of March. (You can make it anytime, though.) If this is your debut as a pastry chef, don’t be scared. The only special tool you’ll need is a piping bag to shape the zeppole dough and add the crema on top. If you don’t have one, you can make one by cutting a small, star-shaped hole in the bottom corner of a large Ziploc bag.
First make the crema. In a medium-sized bowl, mix together egg yolks and sugar. Add flour and just enough milk to blend ingredients together smoothly.
Put the rest of the milk in a saucepan over medium heat until just bubbling. Add lemon zest. Turn off heat and let cool for 10 minutes.
After cooling, slowly add milk to egg yolk mixture. Return to low heat and gently stir until thickened. Add the vanilla extract. Remove from heat and pour into a shallow container to cool. Cover and leave in the fridge.
Make the dough. Mix water and butter in a saucepan and bring to a boil over medium heat.
Add the flour all at once, and then the sugar. Use a flat wooden spoon to start mixing the flour into the water right away. Once it begins to form a ball, turn off the heat and transfer to a bowl. The dough should stick together and have a light bounce to it, meaning it will pop back up if you poke it with your finger.
Whisk together the eggs. Add a little to the dough and work together with the wooden spoon. It will be hard at first, but keep going. Make sure the eggs are completely absorbed before adding more. Continue until all the yolk is used and the dough is smooth. (You could also do this in a stand mixer once it comes off the stove.)
Transfer the dough to a piping bag and lay out a sheet of parchment paper. Slowly and evenly squeeze the dough into a tight, round coil (a circle without a hole). While you are doing this, let the oil heat up in a deep pot. Test the temperature with a small piece of dough—it should be hot enough to gently bubble when the dough is added, but not hot enough to splatter or instantly fry the dough to a crisp. The temperature should be 350° F.
Cut the parchment paper so that each zeppole is on its own square. Place the zeppola face down in the oil—be careful not to touch the oil or get too close to it. After a few seconds, use tongs to lift off the wax paper and set it aside in a small bowl. Flip the zeppole with a slotted spoon after 3-4 minutes, or once the bottom half begins to turn golden-brown. It will be cooked through after 5-6 minutes, or once the entire pastry is golden-brown. Use the slotted spoon to remove the finished zeppola and place on a plate lined with paper towels.
Repeat this process for all of the zeppole. Make sure the oil stays at a consistent temperature. Turn off the heat and let it cool slightly if it starts to splatter.
Once all the zeppole are fried, dust them with powdered sugar. Use a clean piping bag and top them with a rosette of crema, and garnish with a cherry (amarena, if possible).