Heat oil in a large heavy pot and attached a deep fry thermometer to the side. Heat the oil to 365F/185C.
In the meantime make the batter. Heat the sugar and milk in a medium saucepan, stirring occasionally until the sugar is dissolved and the milk is hot. Remove from heat add in the vanilla extract.
In bowl whisk the flour, baking powder and salt.
Whisk the eggs and the ricotta into the milk mixture then tip the milk/egg/ricotta mixture into the flour and whisk to combine.
Before you start frying mix the sugar and cinnamon in a bowl ready to roll the sfinge.
Prepare a tray lined with paper towels ready to drain the sfinge.
Once the oil is at the correct temperature, use two teaspoons to scoop and push the batter into the hot oil. Don't overcrowd the pan. Fry for about 5 minute until the sfinge are well browned.
Remove and drain on the paper towels then roll in cinnamon sugar