Heat the milk (use goat's milk if you can find it) over medium heat and gradually add the flour, butter, vanilla, lemon zest, sugar and stir cyclically and continuously until the cream starts to thicken. If necessary, lower the heat.

When the cream thickens, let it cool a bit and add the three egg yolks, stirring the mixture thoroughly.

Arrange 4 fillo sheets for baklava in a buttered baking tray (they should cover the walls of the tray as well) which you also butter, brushing them with a few brush strokes.

Beat the three egg whites until stiff peaks form.

Empty the mixture that includes the milk into the baking tray, then add the whipped egg whites on top and using a wooden spoon fold them gently into the rest of the mixture.

Bake in a preheated oven at 180 degrees (medium rack) for about 30-40 minutes.

Dust with icing sugar and cinnamon (in the end).