Combine the ricotta and ½ cup confectioners’ sugar in a food processor. Process until creamy. Add a little Grand Marnier and process until incorporated. Scrape the ricotta mixture into a bowl and stir in the candied fruits and chocolate chips. Store covered in the refrigerator until needed, up to 2 days.

In a large, heavy saucepan, bring the water, butter, sugar and salt to a boil. Add the flour all at once, and beat vigorously with a wooden spoon over medium heat until the dough leaves the sides of the pan and forms a ball around the spoon. Remove from heat and quickly beat in 1 egg at a time, beating until batter is smooth after each addition. Add the orange and lemon zest and continue beating until mixture is smooth and glossy.

In a heavy, 3-quart pot, heat the vegetable oil until a deep-frying thermometer registers 350° F. Higher temperature will cause the dough to brown before the center is fully cooked. Carefully drop rounded tablespoonfuls of the batter into the oil, about 6 at a time. (There should be enough room in the pot for the zeppole to float freely.) Fry, turning the zeppole as necessary, until golden brown on all sides, about 6 minutes. Adjust the heat under the pot to maintain the temperature of the oil as the zeppole fry. Remove with a skimmer and drain on paper towels. Repeat with the remaining batter allowing the oil to return to 350° F before continuing.

Preheat the oven to 425° F. Drop the batter by rounded tablespoonfuls onto a lightly greased or non-stick baking pan. Bake until evenly and lightly golden brown, about 20 minutes. Reduce the oven temperature to 350 degrees F and continue baking until medium golden brown and a Zeppole feels very light when picked up from the baking sheet, about 15 minutes. Transfer to a rack and cool.

To serve, once cooled cut the zeppole in half with a serrated knife and with a pastry bag, pipe the filling onto the bottom half. Add the top of the zeppole back on top of the pastry cream, and repeat with the remaining zeppole.

Dollop the remaining pastry cream evenly on top of the closed zeppole. Add one Amarena cherry to the top of each dollop.

Dust with powdered sugar and serve.