Make a batch of pizza dough following the instructions in our post on Angelina's pizza casereccia. Or buy some pizza dough at your local Italian deli. Let the dough rise for at least 2-4 hours, or overnight.

Grab walnut-sized balls of dough and set them on a flour surface. Cover with tea towel and let the balls rise again for about an hour.

Flatten out each ball of dough and place a single anchovy fillet in the middle.

Then bring the sides around the fillet to cover the well. Roll the dough between your hands to form a nice ball. Continue in the same fashion with the rest of the dough.

Now deep fry the balls in hot oil until they are nice and golden brown on all sides. They will swell up as they fry, which is exactly what you want. When they have lightly browned, drain them on paper towels or on a rack.

Serve your zeppole right away while they're still warm.