Pour about 2 inches of oil into a 3-quart pot and heat over medium-high heat and attach a candy thermometer to the side of the pot. Line a large plate or baking sheet with a double layer of paper towels.
In a medium bowl, whisk together the flour, sugar, and baking soda.
Add the ricotta eggs, and vanilla extract and stir with a spatula or wooden spoon to fully incorporate. The consistency will be like a thick batter.
Once the oil reaches 375 degrees F, begin frying in small batches of 3 or 4 at a time (do not crowd the pan). Scoop about 1 tablespoon of batter for each zeppole. The batter will puff up when dropped in the hot oil.
Fry for about 5 minutes, or until evenly browned on all sides, flipping over about halfway through.
Transfer the fried zeppole to the paper towels to drain, then roll in either powdered sugar or cinnamon-sugar.
Notes
Ricotta Cheese – Use full-fat ricotta cheese for the best texture.
Oil for Frying – You want to use a neutral oil that has a high smoke point, such as vegetable oil, peanut oil, or canola oil. Avoid using olive oil for frying.
Candy Thermometer - A candy thermometer that can be clipped to the side of the pot is recommended so you know when the oil has reached the correct temperature.
Deer Fryer - If you have a deep fryer, you can absolutely use that instead of frying on the stovetop, if preferred.
Toppings - Most popular are powdered sugar, granulated sugar, cinnamon-sugar (½ cup granulated sugar to 1 teaspoon cinnamon), or drizzle or dip chocolate sauce.
Storage – Keep the zeppole in an airtight container in the refrigerator for up to 3 days. You can also store them in the freezer in an airtight container for up to 3 months.
Reheating (from fridge) – Wrap the zeppole in foil and reheat in a 350 degree oven for 10 minutes.
Reheating (from freezer) – Place the frozen zeppole in a baking sheet and reheat in a 350 degree oven for 45 minutes or until warmed through.