For the filling: heat the milk with the cream and lemon zest. If you have time, let it steep for a while, otherwise bring straight to the boil and slowly pour into a saucepan containing the egg yolks mixed with the sugar. Next, pour in the flour, stirring vigorously with a whisk. Place back on the heat and keep stirring until the filling has reached a temperature of 82°C. Pour the filling into a bowl, place the food wrap over it and cool. For the choux pastry: bring the water, butter, sugar and salt to the boil in a saucepan.
Remove from the heat, add all of the sifted flour at once and stir with a whisk; then place the saucepan on the heat and stir constantly with a wooden spoon to dry the batter. When the bottom of the pan turns slightly white and you hear the dough sizzle (it must also detach from the sides) it will be cooked. Set aside to cool.
Put everything into a planetary mixer (or use an electric whisk) with the flat beater and fold in the eggs and egg whites, a little at a time (it is recommended to beat the eggs beforehand in a separate bowl so as to use just the right amount according to the consistency of the dough). When the batter is shiny, smooth, sticky and ribbon-like, use it to fill a pastry bag fitted with a star-shaped nozzle.
Heat the oven to 200°C. Form doughnuts on one or more baking trays, covered with baking paper, spacing appropriately. Cook a few at a time until they detach from the baking tray, then dip them straight into the hot oil (but not boiling (170°C)) until they are the right colour. Drain with a slotted spoon and allow to dry.
Put the filling into a piping bag with a star tip and fill the zeppole, after dusting them with icing sugar. Garnish with some Amarena Fabbri cherries on top.