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1
Make the crema pasticcera densa first so it has time to cool completely. Whisk the egg yolks and sugar together until pale, then whisk in the flour. Heat the milk with the vanilla until just steaming. Pour the hot milk gradually onto the egg mixture, whisking constantly, then return the whole to the pan over a medium heat. Stir without pause until the cream thickens, pulls away from the sides and shows large, slow bubbles breaking at the surface. Press a sheet of cling film directly onto the surface and refrigerate until cold and fully set.
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2
Heat the oven to 200 °C. Line a baking sheet with parchment. Bring the water, butter and salt to a full, rolling boil in a heavy saucepan. Add the sifted flour in one go and stir vigorously with a wooden spoon over a medium heat until the paste comes away cleanly from the sides of the pan and forms a smooth ball — this takes about 2 minutes. Remove from the heat and allow to cool for 5 minutes so the eggs do not partially cook on contact.
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3
Add the eggs one at a time, beating each addition fully into the paste before adding the next. This is where the dish lives or dies: after the final egg, lift a spatula clear of the bowl — the paste must fall in a slow, heavy V-shape. If it falls in a blob, beat in a little of a spare egg; if it runs freely, the paste is too slack and cannot be corrected.
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4
Transfer the paste to a piping bag fitted with a large star nozzle. Pipe a ring of approximately 8 cm diameter onto the parchment, then pipe a second, smaller ring directly on top of the first to build the traditional double-ring form. Repeat to yield six zeppole.
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5
Bake at 200 °C for 20 minutes. Open the oven door fully for 5 minutes to release steam — the shells will be pale gold and visibly puffed. Reduce the heat to 180 °C, close the door and bake for a further 10 minutes. The finished shells should be deep golden, hollow-sounding when tapped on the base and completely dry to the touch. Transfer to a wire rack and cool completely before proceeding.
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6
Transfer the cold crema pasticcera densa to a clean piping bag fitted with a star nozzle. Pipe a generous ring of cream into the well of each zeppola, then pipe a second smaller crown of cream on top. Place two drained amarene cherries on each zeppola. Dust with icing sugar only at the moment of service — applied earlier, it dissolves into the cream.