01 - In a large mixing bowl, combine the warm milk, active dry yeast, and 1 tablespoon of granulated sugar. Allow to stand for 5 minutes, or until foamy, indicating yeast activation.
02 - Add the remaining granulated sugar, the room-temperature eggs, cooled melted butter, and fine sea salt to the yeast mixture. Whisk thoroughly to combine.
03 - Gradually incorporate the all-purpose flour into the wet ingredients, mixing until a soft, slightly sticky dough forms. Knead the dough by hand or using a dough hook attachment on a mixer for 5 to 7 minutes, until it achieves a smooth and elastic consistency.
04 - Transfer the kneaded dough to a lightly greased bowl. Cover the bowl and place it in a warm environment to rise for 60 to 90 minutes, or until the dough has doubled in volume.
05 - Gently punch down the risen dough to release air. Turn the dough onto a lightly floured surface and divide it into 16 equal portions. Roll each portion into a ball or a 3-inch (7.5 cm) rope, then form into a ring shape, pinching the ends securely together.
06 - Arrange the shaped zeppole on parchment-lined baking sheets. Cover them loosely and allow them to rise for an additional 20 minutes while you preheat the air fryer to 350°F (175°C).
07 - Lightly spray the air fryer basket with olive oil. Carefully place the zeppole into the basket in a single layer, ensuring not to overcrowd the basket. Air fry for 8 to 10 minutes, turning them halfway through the cooking process, until they are golden brown and puffed.
08 - Remove the zeppole from the air fryer and allow them to cool slightly. Generously dust with powdered sugar before serving warm.