Step 1 Whisk together flour, sugar, yeast, baking powder and salt. In separate bowl, whisk together egg, egg yolk, milk, melted butter, vanilla and lemon zest; whisk into flour mixture until dough starts to form.
Step 2 On lightly floured surface, knead dough until smooth, adding more flour if needed for dough to come together. Transfer to lightly oiled bowl; cover with plastic wrap. Let stand for 60 to 90 minutes or until doubled in volume.
Step 3 Lightly dust work surface with flour. Roll out dough into 6- x 4-inch (15- x 10-inch) rectangle, about 1 inch (2.5 cm) thick. Cut into 1-inch (2.5 cm) squares.
Step 4 Fill straight-sided saucepan with enough oil to come 2 inches (5 cm) up side; heat over medium heat until oil registers 375°F (190°C) on deep-fry thermometer. Deep fry zeppole, in batches, for 2 to 3 minutes per side or until golden brown and cooked through; drain on paper towels. Roll in icing sugar.