Xuixo (Girona Cream-Filled Fried Pastries)

Instructions

1. Heat the milk with the lemon zest and cinnamon stick until steaming; let steep 10 minutes, then remove the stick.
2. Whisk the yolks, sugar and cornstarch until pale. Slowly whisk in the warm milk, return to the pan and cook over medium heat, stirring constantly, until thick and bubbling; it must reach 160 F (71 C). Stir in the vanilla.
3. Press plastic wrap on the surface and chill the cream at least 2 hours; the cream must be very thick and cold.
4. Roll the pastry thin, about 1/16 inch (2 mm), and cut 8 rectangles of 4 x 6 inches (10 x 15 cm).
5. Pipe or spoon a line of cold cream along one long edge of each rectangle. Brush the opposite edge with egg and roll into a tight cylinder, pinching the ends firmly closed.
6. Chill the cylinders for 20 minutes so they hold their shape.
7. Heat the oil to 340 F (170 C). Fry 3 or 4 at a time, turning, 3 to 4 minutes, until deep golden.
8. Drain briefly, then roll in the sugar while still hot. Serve warm or at room temperature.