During Carnival in Italy all you'll eat are fritters! They take different names in different regions, and brighelle is how they are called in Central Italy. Bake them as in this recipe or deep fry in oil.
Traditional brighelle are deep fried: heat up abundant vegetable oil and fry the mixture in spoonfuls. Also, the typical Italian filling would be pastry cream, but you can use also lemon curd, ganache or simply whipped cream.