In a mixing bowl, place milk, butter, and egg. Combine using a mixer.
One at a time, add yeast, flour (you would add the lemon zest here), and caster sugar, adding the salt last.
Mix until a dough forms. Remove it from your mixer and knead for a further 3–5 minutes.
Place your dough in a greased bowl, cover, and keep in a warm place to allow the dough to prove/rise.
When your dough has doubled in size, toss it onto a floured surface. Divide your dough into two logs, with each one approximately 20cm long.
Cut the dough into uniform pieces according to the size you wish your doughnuts to be. Roll each piece into a ball.
Place each ball on a floured baking pan, cover, and leave to prove until the balls double in size. The proving time will depend on the air temperature.
After proving, it is time to cook. Deep fry the balls in bran oil in a deep fryer or saucepan. Fry about 4 doughnut balls at a time to avoid cooling down the temperature of the oil. Cook the balls until they are golden brown all over. You may need to turn them whilst frying.
Remove from your fryer and shake off excess oil. Then, if you prefer, fill each one with jam using a pastry bag with a small tip.
Roll generously over sugar (or cinnamon sugar). Serve hot!