In a heavy pot, mix the egg yolks with 1¼ cups confectioners' sugar. Add the flour and lemon zest, stirring well. Slowly pour in the milk, whisking all the while to prevent lumps. Place the pot on the stove and cook over medium heat until the custard becomes smooth and thick, about 10 minutes after it begins to boil very gently; regulate the heat to prevent scorching. Pour the custard onto a cutting board; spread it with a spatula until it is about 1" thick. Cool to room temperature, then cut into triangles.

In a deep pot, heat the olive oil until it registers 325° on a deep-fat thermometer.

Beat the egg whites lightly in a plate, dip in the custard triangles, then dredge in the bread crumbs, coating on all sides. Drop a few triangles at a time into the hot olive oil. Fry until golden brown on both sides, turning once. Remove with a slotted spoon to a platter lined with paper towels, blot dry, and continue with remaining triangles. Dust with the remaining confectioners' sugar, and serve hot or warm.