Heat oil in a deep-fryer to 375 degrees F (190 degrees C).
In a medium saucepan, combine the flour, baking powder, salt and sugar. Stir in the eggs, ricotta cheese and vanilla. Mix gently over low heat until combined. Batter will be sticky.
Drop by tablespoons into the hot oil a few at a time. Zeppole will turn over by themselves. Fry until golden brown, about 3 or 4 minutes. Drain in a paper sack and dust with confectioners’ sugar. Serve warm.