To prepare the batter, in a large bowl, combine the flour, olive oil, and enough milk to form a somewhat loose batter. Season with salt and set aside.
To prepare the fried cream, combine the eggs 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, spread it onto a small, lightly greased plate with high sides. Once the cream has solidified, remove it carefully from the plate and roll it in the bread crumbs to which ground almonds have been added. Pass it through the beaten eggs, then again through the bread crumb and almond mixture.
To make the pheasant croquettes, in a large bowl, combine the shredded meat, the prosciutto, the Gruyere, and a pinch of nutmeg. Mix with hands to bring ingredients together but do not overmix. Form the mixture into 2-tablespoon quenelles and pass through the bread crumbs, the beaten eggs and again through the bread crumbs.
Make spiedini of the veal, livers, lamb, and brains, alternating the type of meat on each stick. Dip each spiedino in the batter, shaking off the excess, then roll each skewer through the bread crumbs.
In a tall-sided pot, heat the olive oil to 375 degrees F. Working in batches, fry the custard, the pheasant croquettes, the spiedini, the zucchini, the mushroom caps and the apples in the oil until they are golden brown. Remove with a slotted spoon, salt while draining on a plate lined with paper towels, and serve, arranged on a platter, with the parsley in a side dish, and the lemon wedges.