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1
Heat oil in Dutch oven or large pot over medium-high heat until temperature registers 350u00b0F (oil should be about 1 1/2 inches deep). Line a baking sheet with two layers of paper towels.
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2
While oil is heating, sift together flour, confectioners' sugar, baking powder, and salt directly onto clean, dry work surface. Gather dry ingredients into a mound and make a well in the center.
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3
In small bowl, whisk together egg, egg yolk, brandy, and lemon zest. Pour egg mixture into flour well. Add butter. With fork, quickly combine flour mixture and egg mixture until a crumbly dough is formed. Gather dough together with hands and knead just until it is smooth and cohesive.
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4
Lightly dust counter and rolling pin with additional flour and roll dough out into a rectangle 1/4-inch thick. Cut dough into approximately 4- by 2-inch rectangles. Cut a vertical slit, about 1-inch long, in the center of each dough rectangle.
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5
Gently hold short end of dough rectangle and tuck into slit, gently pulling it up to shape the pastry.
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6
Repeat with remaining rectangles.
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7
Fry calzones in batches of four or five until they are golden brown, about 3 minutes per batch. Using a slotted spoon or spider, transfer calzones to prepared baking sheet.
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8
Once all the calzones are fried, dust them with additional confectioners' sugar. Serve warm.
