Bring a large pot of lightly salted water to a boil. Add zucchini blossoms and cook until slightly wilted, about 20 seconds. Drain in a colander and immediately immerse in ice water for several minutes to stop the cooking process. Drain on a plate lined with paper towels.
Mix goat cheese, egg yolk, scallion, pepper, and cayenne in a bowl until smooth.
Spoon filling into a resealable plastic bag and seal, squeezing out as much air as possible. Cut a small corner off the bag. Pipe about 1 tablespoon of the filling into each zucchini blossom. Fold petals over to cover filling. Arrange on a plate.
Refrigerate filled zucchini blossoms until cheese is set and firm, at least 45 minutes.
Mix tapioca flour and arrowroot powder together in a shallow dish.
Pour coconut oil into a cast iron skillet to a depth of 1 inch. Heat until a thermometer inserted into the oil reads 350 degrees F (175 degrees C).
Dredge cold zucchini blossoms lightly in tapioca flour mixture, shaking off excess. Fry in hot oil until golden, about 1 minute. Flip with tongs and fry until golden on second side, about 1 minute more. Remove zucchini blossoms to drain on a plate lined with paper towels. Season with sea salt.
