Zeppole comes from the word zeppelin. Zeppole means fried " puffs " When cooked properly they should be heavenly and so light you might expect them to float away. This particular version comes from Naples, Italy.There are many zeppole recipes, this being more of a fried puff pastry opposed to other zeppole which are more breadlike.

Mix water, sugar, oil and bay leaf in heavy saucepan and bring to a boil. Mix flour and semolina together and dump into boiling water all at once. Remove from heat and begin stirring with wooden spoon until it forms a mass. Return to lowest heat and cook 5 minutes stirring. Remove from heat, discard bay leaf and add yolks 1 at a time beating vigorously after each addition. Add marsala and beat dough until satiny. You can use a food processor to prepare this dough if you wish to make the above steps go faster. Grease a countertop or board with olive oil and pat down dough into a pancake. Flatten dough and fold sides over on itself so there are 3 layers. Flatten dough again and repeat folding 5 times more. Take about 1/3 of dough and roll out to a thickness of your thumb and make each piece into a ring. Make 3 or 4 at a time and slip them into boiling oil. When you turn them, prick them with a sharp knife or fork in a few places. Drain on brown paper and serve warm, dusted with confectionery sugar.