Prepare a grill for indirect heat. If using a charcoal grill, build the hot coals on one side only. If using a gas grill, heat one side only to medium-high heat. Heat about 4 inches of oil in a large Dutch oven or heavy-bottomed pot over direct heat until it reaches 350 degrees F.
Combine the ricotta, parsley and lemon zest in a large bowl. Season with salt and pepper. Place a tablespoon of the filling into each zucchini blossom, sealing them by bringing the petals up around the filling and giving them a little twist.
Season the flour with salt and pepper, then dredge the blossoms first in the flour, then in the eggs and then again in the flour, being sure to shake off any excess flour.
Working in batches if needed, carefully drop the blossoms into the oil. (Make sure not to overcrowd the pan.) Cook until golden brown and crisp, 2 to 3 minutes.
Remove the blossoms to a paper towel-lined baking sheet and season lightly with sea salt. Serve immediately.
(Alternatively, you can fry the blossoms over medium-high heat on a stovetop.)