1. Combine flour, yeast, salt, and water in a large bowl. Mix with your hand until all combined.
2. Work the dough for about 5 minutes. This process can also be done in a mixer with a hook attachment.
3. Mix in the cheese and cover with a plastic wrap and let it rise until doubled. (Usually 2 hours depending on warmth in the house)
4. Once doubled, add the shredded Zucchini in, and
now you are ready to fry.
5. In a medium saucepan, add the oil, and on medium-high heat, bring the oil to 350 degrees Fahrenheit. If you don’t have a thermometer, dip a toothpick in the batter and dip in the oil to see if it bubbles. If it does, it is ready.
6. Drop a tablespoon full in the hot oil. Turn zeppole, don’t overcrowd the pot; otherwise, they will not cook evenly and absorb oil.
7. Once cooked, drain on a paper towel and enjoy hot.
8. You can make cones out of small paper bags to serve as they do in Naples, Italy.