Which oil is best for Zeppole? Which oil is best for frying Italian doughnuts?
I've made thousands of Zeppole throughout my career.

Don't use olive oil, you'll impart the wrong flavour profile.

Veg/Canola/Peanut, or any other neutrally flavoured high-temp oil suitable for frying will work.

PERSONALLY, I prefer Zeppole and other choux paste products baked on a parchment sheet, with a light mist of cooking spray.