In a small bowl add warm milk, 1 tbsp sugar, and yeast. Mix well then let sit for 10 minutes until the mixture becomes foamy.
In a large bowl pour the remaining sugar, yeasty mixture, softened butter, eggs, salt, and lemon zest. Combine everything with a stand mixer or your wooden spoon.
Pour the flour into the wet mixture and mix until a dough forms.
If kneading by hand, lightly flour the work surface, and knead for 8-10 minutes, until the dough is no longer sticky and springs back when poked with the finger.
Grease a large bowl with oil, then place the dough into it. Cover with plastic wrap. Let proof for at least 45 minutes or until double in size.
Once proofed, roll the dough into a rectangular shape about 1.5 inches in thickness. Use a knife to cut 4 equal strips.
Use your hands to roll each strip of dough into long coils around 1 inch in thickness. Each coil should be about 20-25 inches in length.
Roll the pin around a few times, while applying a little pressure to flatten the dough and make the swirls stick together. Repeat the process for the remaining chimney cakes.
Preheat oven to 350°F.
Roll the chimney cakes through sugar only, pressing gently to help them stick. Ensure all sides are covered evenly.
Place the rolling pins with chimney cakes on top of a deeper tray. The handles should rest on the edges of the tray, so the chimney cakes do not touch the bottom of the tray.
Bake for 10 minutes, then rotate the rolling pins on the other side. Bake another 10 minutes or until is golden brown in color.
After baking the chimney cakes and still hot sprinkle them with your chosen toppings. Serve immediately.