On the mainland I understand the tradition is to eat pancakes on Mardi Gras or Fat Tuesday. Here in Hawaii, the tradition is to eat malassadas. They are a fried ball of dough invented by the Portuguese and rolled in sugar. It is similar to zeppoles but I think I prefer the texture of the Italian zeppole. The other difference is that zeppoles are rolled in confectionery sugar and not granulated white sugar as is the malassada (which means badly baked).
Click title above to learn more about this tasty little treat.