In a saucepan, add 3 cups of the milk along with the lemon peel, orange peel, sugar, and cinnamon stick. Bring to a boil, then remove from heat and let steep for 10 minutes. Strain the milk into another saucepan and place over medium heat.

In the reserved 1 1/4 cups milk, dissolve the cornstarch and vanilla extract. Mix well until smooth with no lumps, then add to the infused milk. Stir constantly over low heat until the mixture thickens to about the consistency of homemade mashed potatoes. Pour into a mold or molds, making sure the mixture is at least 1 inch thick. Let cool completely.

Once the mixture has cooled (I recommend refrigerating for at least 12 hours), remove from the mold and cut into portions. Dredge each piece in flour, then dip in beaten eggs, and fry in hot light olive oil until golden brown.

After frying, place on paper towels to drain. While still warm, coat each piece in a mixture of sugar and ground cinnamon. Let rest, then enjoy this delicious dessert!