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Peel, seed, and cut 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 flour, baking soda, and salt together in a mixing bowl, and set aside. Stir together 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 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.