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.
Serve immediately. Crullers taste best and should be eaten the day they are made. You can store any leftovers in an airtight container in the refrigerator for up to 2 days.