Combine the egg yolks and the sugar and whisk until the yolks are pale yellow.
Meanwhile, bring the milk almost to a boil, remove from heat, and pour half of it into the yolk mixture, whisking constantly. Return the egg and milk mixture to the pan with the rest of the milk and, continuing to whisk, mix in the flour/cornstarch mixture. Cook over high heat, now stirring with a wooden spoon, until the mixture begins to thicken.
Stir in the lemon zest and vanilla, remove from heat, and allow to cool in a wide-surfaced bowl that has been set atop an ice bath. Once the cream has cooled, turn the mixture out into a buttered 9 by 13-inch pan, place in refrigerator, and allow to cool and solidify.
In a tall-sided pot, heat the olive oil to 375 degrees F.
Cut the cooled cream into 1-inch squares and dredge in the bread crumb and almond mixture.
Working in batches, fry the custard in the oil until they are golden brown. Remove with a slotted spoon, and drain on a plate lined with paper towels.
Recipe copyright 2001, Mario Batali. All Rights Reserved.