A zeppole is a southern Italian fried sweet, consisting of a deep-fried dough ball.

Zep-O-Lee

Yes, if you don't have it don't use it. It's just a flavoring but the zeppole will still be good without it.

I believe you are mis-spelling 'zeppole' - an Italian pastry, like a doughnut with cream on top.

It is an Italian pastry. It is made from a cake batter and it has a pudding in the middle. The pudding can either be vanilla or chocolate. Pastaciutta usually come in the shape of an oval. The pastry cannot be found everywhere. The are not as common as sfogliatelle or zeppole.