In a medium saucepan, heat butter, water, sugar, cinnamon and salt and bring to a boil. Remove from the heat and add flour. Return to low heat and stir with a wooden spoon until the dough comes together and forms a ball. Continue to cook for 1 minute.
Transfer dough to the bowl of a stand mixer. Beat on low speed with a paddle attachment for 1 minute or until cooled slightly. Add eggs one at a time. Add apple and mix until just combined.
In a heavy medium sized pan, heat oil to 350 F on a candy or deep fry thermometer. Using a 1 teaspoon scoop, carefully drop batter into hot oil and fry until golden brown, about 5 minutes. Remove with a slotted spoon and drain on paper towels. Repeat with remaining dough and dust with powdered sugar.
In a small bowl, whisk together jam and orange juice and serve with zeppole.