Activate the yeast: Combine the yeast with about 1/3 cup of the warm milk and 1 tablespoon of the sugar.
Let it sit for 5–10 minutes, until foamy.
Add the flour, sugar, salt, eggs, vanilla, lemon zest and remaining milk.
Knead until a dough starts to form.
Gradually add the melted butter or oil and continue kneading for about 8–10 minutes, until the dough is smooth, elastic, and slightly soft.
Cover the dough.
Let it rise in a warm place for about 45 minutes to 1 hour, or until doubled in size.
Divide the dough into 4 equal pieces. For smaller Kürtőskalács, divide the dough into more pieces.
On an oiled surface, roll the dough into a rectangle about 1/4 inch (6mm) thick. Cut it into long strips about 1-inch (2-3 cm) wide.