Peel, seed, and cut the zapallo into chunks. Place in a saucepan, cover with water, and bring to a boil over medium-high heat. Cook until zapallo is soft and easily pierced with a fork, 15 to 20 minutes. Drain and allow to cool slightly.
Mix the flour, baking soda, and salt together in a mixing bowl, and set aside. Stir together the squash and melted butter. Stir the flour mixture into the butter mixture until blended. Turn the dough out onto a lightly floured surface and knead until soft and satiny, adding a little more flour if necessary. Cover dough with a towel and allow to rest 15 minutes.
Roll out the dough to 1/8 inch thick, and cut into 3 inch diameter circles. Poke each circle a few times with a fork to make holes and prevent rising.
Pour vegetable oil into a large, deep skillet and heat over medium-high heat until hot, 385 degrees F (195 degrees C). Place several of the dough circles into hot oil; cook until lightly browned, 3 to 4 minutes. Drain on paper towels. Cook remainder of dough circles in batches.
