How to Make It
Place the zucchini in the center of a large double-layer square of cheesecloth. Gather the edges together and carefully squeeze out as much excess liquid as you can. Set the zucchini aside.
Place the pâté à choux in a large bowl and fold in the zucchini and granulated sugar with a spatula. Cover the bowl with plastic wrap and chill the dough in the refrigerator for 2 hours.
Line a platter with several layers of paper towels. Fill a heavy-bottomed pot or Dutch oven halfway full with oil and heat over medium-high heat until it reaches 330°F on a deep-fry thermometer. Scoop 10 to 12 tablespoon-size portions of the batter into the oil. Fry the doughnuts until they’re golden on one side, about 4 minutes. Flip the doughnuts and fry for 3 minutes more, until they are golden brown on all sides. Test for doneness by transferring one doughnut to the paper towel-lined platter and break it open to check it; the inside should be custardy but not raw. Transfer all of the doughnuts in the batch to the platter. Repeat with the remaining batter in batches until all of the batter is used.
Let the last batch of doughnuts cool slightly, then sift confectioners’ sugar over all of the doughnuts. Serve alongside the mascarpone. Instruct your guests to tear open the doughnuts and slather with some of the mascarpone.