Heat oil for deep frying in a saute pan or small wok.
In the meantime, in a small saucepan combine al the ingredients from the list above (flour to orange zest) and cook on low flame until a smooth batter forms. This takes about 2~3 minutes. Turn off the heat and wait till the oil is hot enough to start frying.
Once oil is hot, add the batter by spoonfuls and fry until golden brown on both sides, about 2~3 minutes per side. Make sure that the flame is not too high, then the outside will get too dark and the inside will be uncooked.
Remove onto paper towel lined plate. Toss the warm zeppole in cinnamon sugar and enjoy right away with chocolate sauce . These taste best when served the same day.
Chocolate Sauce: Warm cream in a small saucepan until bubbles start to form on the edges.
Turn off the heat and add the chocolate chips. Whisk until the chips are melted and the sauce is smooth.