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Prepare the apples:
Peel the apples, remove the core and cut them into thin slices.
Toss the apple slices with the sugar and cinnamon, if using. Reserve.
Make the donut batter:
In a large bowl, combine the flour, sugar, baking powder, and salt.
In another bowl, whisk together the eggs, milk, melted butter, and vanilla extract.
Pour the wet ingredients into the flour mixture and stir until smooth.
Heat the oil:
Heat the oil in a large skillet or deep fryer to about 180°C (350°F). You can test the temperature by dropping a small amount of batter into the oil; it should rise to the surface and begin to simmer.
Fry the donuts:
Drop the apple slices into the donut batter, making sure to coat them well.
Fry the coated apple slices in the hot oil until golden and crispy, about 2 to 3 minutes per side.
Drain the donuts on paper towels to remove excess oil.
Serving: Sprinkle the zeppole with icing sugar before serving them while still hot.
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