St. Giuseppe Day is March. 19. The story goes that a severe drought struck Sicily in the Middle Ages. The people of the time promised St. Joseph they'd cook a meatless feast, including sweets, if he brought rain. He did bring rain, and the zeppole tradition was started. Zeppole season is typically February and into March, as this famous fried dough is also served during the Carnevale or Mardi Gras season. This fried donut treat is also enjoyed year-round in Italy.