It is more like a choux pastry, perhaps a little heavier ...
In the New York, New Jersey, Pennsylvania, southern Connecticut area it is either baked or fried (mostly fried, which I prefer), then filled with a sweetened ricotta cheese filing ... In Rhode Island, however, they are mostly baked and more often filled with a custard type filling - to ME, they are not nearly as good as the ricotta cheese ...
Wow, that sounds delicious. Is it something along the lines of a cannoli , taste wise, daughter in law brought some up a few years ago.
We don’t get any continental type baking in the country areas.
I prefer fried stuff also. Over here , homemade jam donuts for instance, they suggest baking for at home ( healthier) haha, nowhere near as nice as fried, so I don’t bother.
Off to check some recipes. Haha