Stir together the sugar and cinnamon and set aside.
Combine the milk, salt and butter with 1 quart water in a medium saucepan. Bring to a boil, and then quickly remove from the heat and stir in the flours until smooth. If not frying immediately, cover with plastic wrap and reserve in the refrigerator.
Pour 2 inches of olive oil into a frying pan and heat over medium heat until a deep-fry thermometer registers 375 degrees F. Roll out the dough into thin strips and shape as you like, and then carefully fry in batches. Turn the zeppole once when golden and puffed, and then drain on paper towels. Dip in the honey and dredge in the cinnamon-sugar. Arrange on a platter, garnish with the lemon zest and serve immediately.