In a medium-sized saucepan, heat the milk, cinnamon stick, lemon zest and butter. Bring to the boil.
Once the mixture is boiling, carefully remove the cinnamon stick and add the flour and baking powder.
Stir constantly for 5 minutes, keeping the saucepan on the heat.
Remove from heat, and add the eggs one at a time, beating vigorously.
When the dough is smooth (you can use a hand mixer if necessary), sit it aside in the saucepan for about an hour.
Set a large frying pan on medium-high heat and add the vegetable oil to a depth of about 1.5 inches.
When the oil is hot enough to fry with, start to carefully drop rough spoonfuls of the dough into the pan. Don't put too many in at one time, keep enough space so that the balls of dough remain separate.
When they start to turn a tasty golden brown, flip them over. Once they're cooked, they should go golden and start to float in the oil.
Remove the buñuelos from the pan one at a time using a slotted spoon, and place on paper towels.
Sprinkle with powdered sugar and serve straight away!
Optional: You can also serve the buñuelos with thick dark drinking chocolate on the side. There are plenty of different brands and sweetness levels to choose from, so choose the one you prefer most!