In a large, heavy-bottomed saucepan, bring the milk, water, butter, sugar, and salt to a boil.

Turn off the heat, dump the flour in all at once, and begin to stir vigorously.

Turn the heat back on, stirring constantly for 2-3 minutes over medium heat. It will become a thick dough and you will be turning and pressing it onto the pan.

After a few minutes, once the dough is smooth, remove from the heat and spread the dough out in the bowl of a stand mixer or large mixing bowl to cool quickly.

After about 15 minutes, once the dough is just a touch warm, beat in the eggs one at a time followed by the lemon zest and beat until fully incorporated.

Place the dough in a medium bowl and lay cling wrap directly on the surface of the pastry to stop a skin from forming. Chill for at least an hour but up to 24 hours.

While the dough is chilling and stiffer, cut parchment paper into eighteen 3-inch (7 ½ cm) squares.

Once the dough has chilled, place in a piping bag fitted with a large open star tip. Pipe a 3-inch (7 ½ cm) circle of dough on each square of paper, making sure the ends connect.

In a large, heavy-bottomed pot, pour oil 2 inches deep, clip a thermometer to the side of the pot and heat to 350°F (180°C). (If you don’t have a thermometer then heat the oil on medium heat). Place a wire rack on a baking sheet next to the pot and a bowl of vanilla doughnut glaze near the rack.

Once the oil is at temperature, place a square of parchment with the cruller on it on a slotted spoon and slowly lower it into the oil. Add one or two more crullers to the pot in this way, leaving the paper on.

After a minute, pull the paper away from the cruller with metal tongs. Fry about 2-3 minutes on one side, until golden brown, and then flip and fry the other side for another 2-3 minutes.

Remove from the oil, dip in the glaze, and let drain and cool on the wire rack. Repeat with the remaining crullers, frying only 2 or 3 at a time to keep the oil at the correct temperature.