Filling: In a medium bowl, combine all filling ingredients.
Refrigerate at least 1 hour or overnight.
Pastry: Sift together the flour, sugar, baking powder and salt into a large bowl.
Sprinkle in the lemon zest.
Cut in the shortening and butter with a pastry blender or fork.
Add ice water a tablespoon at a time, adding only the minimum needed to
barely hold the dough together.
Wrap the dough in plastic, and refrigerate it for at least 1 hour or overnight.
Roll the dough out 1/4 inch thick on a floured pastry board or counter. With
a biscuit cutter, cut out 4-inch rounds. Top each round with about 2 tablespoons
of filling. Fold the round in half, pinch the edges to seal them, and crimp them
with a fork.
Add vegetable oil to a heavy saucepan to a depth of at least 4 inches, and heat
to 350 degrees F. If the oil smokes before reaching the correct temperature, it
cannot be used for deep frying. Use only fresh, unused oil.
Fry the doughnuts until
they are lightly browned, about 2 to 3 minutes. Drain them, and sprinkle them with
sifted confectioners' sugar.