JOIN THE WAITLIST FOR MY NEW CHEESECAKE COURSE!

Vanilla & Caramel Zephyr

These traditional apple marshmallow pillows are perfect for any time of year. They taste like mini apple pies filled with caramel — so addictive, you won't be able to stop at one. Zephyr is a unique Russian dessert, a heavenly marshmallow-like meringue, and one of the most common sweets produced across post-Soviet countries.

Caramel-filled apple zephyr Russian marshmallows

Unlike bagged store-bought marshmallows, these are much lighter and practically melt in your mouth. The name comes from the Greek god of the light west wind, Zephyr, symbolizing its delicate, airy texture. This recipe makes 24 halves, or 12 full zephyr.

Why you'll love caramel zephyr

  • A hidden caramel centre in every soft, airy apple marshmallow.
  • Tastes like a mini apple pie with cinnamon and apple.
  • Naturally fat-free meringue made with real fruit.
  • Make-ahead — they're best on day 2–3.

Ingredients

Apple Filling

  • 125g (1/2 cup) apple purée
  • 100g (1/2 cup) sugar
  • 1 tsp cinnamon
  • Boiled condensed milk, caramel, or dulce de leche

Apple Purée (makes ~150g)

  • 3 medium apples
  • 50g (3 1/2 tbsp) water

Homemade apple puree for zephyr

Syrup

  • 50g (2 1/2 tbsp) glucose syrup
  • 1 egg white
  • 5g (about 2 tsp) agar agar powder
  • 75g (1/3 cup) water
  • 190g (scant 1 cup) sugar

Piping zephyr meringue around caramel centres

Directions

  1. Make the apple purée first (or use store-bought, as long as it's just apples and water). Peel, deseed, and chop the apples, cook with water for 15-20 minutes until soft, then purée and sieve.

  2. Measure out 125g of purée, add sugar and cinnamon, and warm gently to melt the sugar without overheating. Let cool completely — this can be done a day ahead.

  3. For the syrup: combine water, agar agar, sugar, and glucose syrup in a pan. Cook 5-7 minutes over medium-high heat until it reaches 110°C/230°F, stirring constantly.

  4. Meanwhile, whisk the cooled purée with egg white in a stand mixer on high speed for 5 minutes until fluffy and peaked. Don't overwhisk — slow down if the syrup isn't ready yet.

  5. Once the syrup is ready, slowly stream it into the meringue mixture while whisking, starting slow then increasing to high speed until stiff peaks form.

  6. Pipe small bulbs of caramel onto parchment paper, then pipe the marshmallow mixture in decorative swirls around each caramel center using a star nozzle. Leave to set overnight.

  7. The next day, gently peel off each half and sandwich two together. Dip in icing sugar to coat. They're best left out 1-2 more days to become slightly chewier — day 2-3 is when they're at their best.

Finished vanilla caramel zephyr dusted with powdered sugar

🎁 Get free access to 600+ recipes and 30 online courses Join free here →

Alla's tips

  • Use thick caramel (like dulce de leche) so it holds its shape under the meringue.
  • The purée must be completely cold before whisking with the egg white.
  • Use a thermometer for the syrup — 110°C / 230°F gives the perfect set.
  • Pour the syrup in a thin, steady stream so the meringue stays glossy.
  • Work quickly when piping — agar starts setting fast.
  • Dry them at room temperature, not in the fridge.

Storage

Keep in an airtight container at room temperature for up to 1 week. Freeze for up to 3 months.

Frequently asked questions

What is zephyr?
Zephyr (zefir) is a traditional Russian confection made from fruit purée, sugar and whipped egg white, set with agar — like a lighter, fruitier marshmallow.

Can I use gelatine instead of agar?
Not for this recipe — agar gives zephyr its signature texture and sets at room temperature.

What caramel works best?
Thick dulce de leche or boiled condensed milk. Runny caramel sauce will spread.

Why didn't my zephyr hold its shape?
The syrup didn't reach 110°C, or the purée was still warm.

Can I make them without caramel?
Yes — just pipe the meringue on its own for classic apple zephyr.

More Russian & Eastern European desserts to try

Hugs, Alla xox


🍰 Make my best cakes at home See my cake classes →

Close
 

Get VIP access to my FREE E-BOOK! 

My top recipes will be sent to you directly.