
Every culture has it's own take on fried dough. In Italy, it's Zeppole, which is traditionally served for St. Joseph's day in March. For more about the history and tradition read here. Zeppole can be filled with custard, or a honey mixture or can be unfilled. There's a version that is made with ricotta cheese that is next on my list. There is also a savory variety that incorporates anchovy. Zeppole are typically rolled in powdered sugar and / or cinnamon once cooked. They are light and airy, and about two inches in diameter.
The recipe that I've used many times is from Giada De Laurentiis. The batter is simple and fool-proof and can be whipped up in less than 10 minutes. There's no waiting, refrigerating, rising, or pastry bags involved. The tricks are to use a tablespoon-sized ice cream scoop to measure out equal portions of dough, and to fry the zeppole in small batches of 4-6 (depending on your pot size) so as not to overcrowd your pan and lower the temperature of the oil. The only adjustment I make (noted below) is to add vanilla extract to the batter and, if you like, some grated lemon zest. These must be eaten right away. The batter can be prepared ahead and you can fry them right before serving.

Zeppole (adapted from Giada De Laurentiis)
(yield: 4-6 servings)
1 vanilla bean
1/2 cup sugar, plus 3 tablespoons
2 tablespoons ground cinnamon
1 stick butter
1/4 teaspoon salt
1 cup water
1 cup all-purpose flour
4 eggs
Optional: 3/4 tablespoon vanilla extract
Optional: 1/2+ teaspoon grated lemon zest
Olive oil, for frying
Cut open the vanilla bean lengthwise. Using the back of a knife, scrape along the inside of the vanilla bean to collect the seeds. Scrape vanilla bean seeds into a small bowl. Add the 1/2 cup sugar and cinnamon and stir to combine. Set aside.
In a medium saucepan combine the butter, salt, 3 tablespoons of sugar, and water over medium heat. Bring to a boil. Take pan off the heat and stir in the flour. Return pan to the heat and stir continuously until mixture forms a ball, about 3 to 5 minutes. Transfer the flour mixture to a medium bowl. Add vanilla extract and / or lemon zest if using. Using an electric hand mixer on low speed, add eggs, 1 at a time, incorporating each egg completely before adding the next. Beat until smooth. If not frying immediately, cover with plastic wrap and reserve in the refrigerator.
Meanwhile, pour enough oil into a large frying pan to reach a depth of two inches. Heat the oil over medium heat until a deep-fry thermometer registers 375 degrees F (watch the temperature as you fry and adjust heat accordingly to maintain 375 F).
Using a small ice-cream scooper or 2 small spoons, carefully drop about a tablespoon of the dough into the hot olive oil, frying in batches. The zeppole will immediately float to the top and puff up. Turn the zeppole once or twice with the size of a slotted spoon, cooking until golden and puffed up, about 5 minutes (watch constantly as cooking time might also be quite a bit shorter). Drain on paper towels. Toss with cinnamon-sugar. Arrange on a platter (or in a cone) and serve immediately.