Prepare the Dough:

1. Make the Dough: In a large saucepan, combine the water, butter, sugar, and salt. Bring to a boil over medium heat. Once the butter has melted and the mixture is boiling, reduce the heat to low and add the flour all at once. Stir vigorously with a wooden spoon until the dough comes together and pulls away from the sides of the pan.
2. Add the Eggs: Allow the dough to cool slightly for about 5 minutes. One by one, add the eggs, beating well after each addition. The dough should be smooth and shiny. If it feels too stiff, add an extra egg until the dough is smooth but still thick and pipeable.
3. Heat the Oil: Heat vegetable oil in a deep fryer or large pot to 350°F (175°C). You want the oil to be hot enough to fry the dough without making it greasy.
4. Shape the Dough: Transfer the dough to a piping bag fitted with a large star tip. Pipe circular rings of dough (about 3-4 inches in diameter) onto a sheet of parchment paper or a tray. You can also pipe smaller rings or create a stack of dough for a more layered effect.
5. Fry the Zeppole: Carefully drop the dough rings into the hot oil, frying in batches to avoid overcrowding. Fry for about 2-3 minutes on each side or until golden brown. Use a slotted spoon to remove the zeppole and transfer them to a paper towel-lined plate to drain excess oil.

Make the Custard Filling:

6. Prepare the Custard: In a medium saucepan, combine the milk, sugar, and lemon zest (if using). Heat over medium heat, stirring constantly until the milk just begins to simmer.
7. Temper the Eggs: In a separate bowl, whisk together the egg yolks and cornstarch. Once the milk mixture is hot, slowly pour it into the egg yolk mixture while whisking constantly to prevent curdling.
8. Cook the Custard: Return the egg mixture to the saucepan and cook over medium-low heat, stirring constantly, until the custard thickens and begins to bubble gently. Remove from heat and stir in the vanilla extract. Let the custard cool slightly before transferring it to a bowl, then cover it with plastic wrap directly on the surface to prevent a skin from forming.

Assemble the Zeppole di San Giuseppe:

9. Fill the Zeppole: Once the zeppole have cooled, use a pastry bag fitted with a small round tip to pipe the custard filling into the center of each fried dough ring. You can also cut the zeppole in half and spoon the custard inside.
10. Garnish and Serve: Dust the filled zeppole with powdered sugar and top with a maraschino or candied cherry. If you like, you can also add a few chocolate shavings for extra flavor and decoration.

How to Serv