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Step 1
In a pot over low heat, warm up the milk and vanilla until it starts to steam.
Step 2
In a separate bowl, whisk together the egg yolks and sugar, then add the cornstarch and whisk again until smooth.
Step 3
Once the milk has warmed up, add about 1/2 cup of the milk to the egg mixture while constantly whisking. This will temper the eggs, so you don’t wind up with scrambled eggs.
Step 4
Increase the heat on the stove to low-medium and add the egg mixture and lemon zest to the milk, whisking continuously. After a few minutes, the crema pasticcera will thicken up to a thick custard-like consistency.
Step 5
Remove from heat, place in a bowl, and let cool on the counter for a few minutes.
Step 6
Once the bowl is cool enough to handle, cover it with plastic wrap, making sure the plastic touches the cream. This will prevent it from forming a crust. Place in the refrigerator to cool further.
Step 7
Preheat oven to 400°F.
Step 8
In a pot over medium heat, bring butter, sugar, and water to a rolling boil.
Step 9
Next, remove pot from the heat, add all of the flour at once, and vigorously stir until it forms a ball.
Step 10
Add eggs one at a time then stirring until each egg is thoroughly incorporated. Stir until it reaches a consistency like a thick icing (not like a bread dough at all!).
Step 11
Let cool a few minutes.
Step 12
Prepare a baking sheet lined with either a silicone mat or parchment paper.
Step 13
Place pastry dough in a piping bag with a star tip (or a ziploc bag with a small piece of corner cut off).
Step 14
Pipe dough into circles measuring about 4 inches in diameter, working from the inside out, then make a second layer on top of the first, but leave a hole in the center of the second layer (this is where the pastry cream will be added later). Make sure to leave a few inches between each one, as they will puff up a bit while baking.
Step 15
Bake for 30 minutes or until the dough turns a light golden brown. When lightly pressed with a finger, the zeppole will have slightly spongy feel, like a doughnut.
Step 16
Let cool on the counter.
Step 17
Once the zeppole have cooled, remove the crema pasticcera from the fridge and place in a piping bag with a star tip (or a ziploc bag with a small piece of corner cut off).
Step 18
Pipe the cream into the center of each zeppole and continue around, making a circle of cream, then back to the middle for a tall center.
Step 19
Lightly dust with powdered sugar and top with a cherry.