Which oil is best for frying Italian doughnuts?
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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.

StevenXavier
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I would expect Italians to use Olive oil.
I'd use whatever feels right for frying (peanut oil, canola...)

Max
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3Iād expect them to use lard. ā Spagirl Apr 02 '18 at 20:04
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Olive oil is too fragile for most (if not all) deep frying temperatures. ā Catija Apr 03 '18 at 12:27