Sift together the flour, sugar, baking powder, cinnamon, nutmeg and salt.
In a separate bowl, use an electric mixer to beat together the ricotta cheese and the eggs just until fairly smooth.
Add the pumpkin purée and vanilla extract to the ricotta mixture and mix till well combined.
Stir the flour mixture into the ricotta mixture until thoroughly combined.
In a large heavy pot or a dutch oven, pour in enough oil to reach 2 inches high and heat to 375*. (A candy thermometer comes in handy)
Avoid having the oil drop below 350 degrees F as this will render a soggy doughnut. And you'll also want to avoid the oil exceeding 375 degrees F. as too high of a temperature will quickly darken the doughnut while leaving the inside under cooked.
Use a 1 1/2 inch scoop or 2 small spoons to drop bits of dough into the hot oil.
Fry the zeppole for about 1 1/2 to 2 minutes, turning often until they are puffy, fluffy and golden brown. You'll need extra time for larger sized doughnuts.
Use a slotted spoon to remove the zeppole from the pot and transfer them to a tray lined with paper towels.
Repeat until you have used up the remaining batter.
When done roll the zeppole in the cinnamon sugar, turning to coat all over and serve while still warm.