Heat 2 inches vegetable oil in a large deep pot over medium-high heat until it reaches 350ºF on a candy thermometer. (As oil is heating, watch thermometer carefully and adjust heat to keep oil from getting too hot.) Line a large plate with paper towels.
In a large bowl, stir together egg, sugar, ricotta, lemon zest, vanilla, flour and salt until smooth.
Drop heaping teaspoonfuls of batter into hot oil and fry, turning once with tongs or a slotted spoon, until beignets are golden, 2 to 3 minutes total. Remove beignets with a slotted spoon and place on a paper towel-lined plate briefly to drain. Dust with confectioners' sugar, if desired, and serve immediately.