Sorry -- I don't have the recipe for zeppole they used at the restaurant, but here's one from Italian Regional Cooking by Ada Boni:
Zeppole di San Giuseppe from Apulia
8 cups all-purpose flour
2 cakes compressed (fresh) yeast
about 2 1/2 cups lukewarm milk
3 eggs
1/4 cup granulated sugar
grated rind of 1 lemon
pinch of salt
6 T. butter
Oil or lard for frying
confectioners' sugar
Sift the flour into a large, warmed bowl and make a well in the center. Dissolve the yeast in 1/2 cup of the lukewarm milk and pour it into the well. Work it with the flour, gradually adding more of the milk, until the dough is workable but fairly stiff. Knead until smooth and elastic, then cover the bowl and leave the dough in a warm place to rise for about 2 hours, or until doubled in bulk.
Punch down the risen dough and work in the eggs, beaten with the sugar, lemon rind, and salt. Knead until thoroughly blended and smooth again. Then melt the butter over low heat in about 7 tablespoons of milk, cool to lukewarm, and gradually add to the dough, kneading vigorously all the time. The dough will now be fairly soft and sticky. Continue to knead it until it comes away cleanly from the fingers.
Sprinkle a pastry board lightly with flour and roll the dough out about 1/4 inch thick (not thinner) with a floured rolling pin. Cut it into circles about 2 1/2 inches in diameter. Spread the circles out on a lightly floured cloth and leave them to rise again until doubled in bulk.
When ready to fry the doughnuts, heat plenty of oil (or lard) in a deep pan. Test the temperature to make sure that it is not too high (350-360 degrees F.): a cube of bread should brown in 1 minute. Fry the doughnuts, two or three at a time, until puffed and golden brown on both sides. Drain on absorbent paper and dust generously with sifted confectioners' sugar.
----------------------------------
Twin Donuts are really just these cheap places, with the donut display at the front behind the counter. I thought they were all over, but I only found a few listings (in Manhattan), one on 23rd Street @ 6th Ave and a couple way, way uptown. I think there's also one on 14th street at 7th Ave. But these are like a junior version of Dunkin' Donuts.
Not sure where the Harlem guy is that you meant. I think I've heard of him, but don't know where he is.
And then there's The Doughnut Plant, on the Lower East Side (379 Grand Street, between Essex and Norfolk, 212-505-3700). Now that the guy has a professional kitchen -- he used to make them at home, and deliver them to restaurants by bicycle -- the doughnuts are available longer. But he still uses real fruit, Valrhona chocolate, etc.