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Heat the milk, butter and zest in a medium pan over low heat, until the butter melts. Meanwhile, in a small bowl, mix the flour, sugar, baking powder and cinnamon together with a pinch of salt.
Increase heat to medium-high and bring the milk mixture to the boil. As soon as it starts boiling, take pan off heat and quickly beat in the dry ingredients with a wooden spoon. Return pan to low heat and keep beating for 2min, until mixture is shiny and comes away from the sides of the pan. Scrape into a large bowl and leave to cool for 10min.
Using an electric hand whisk, beat in the eggs one at a time, until smooth and glossy. Cover tightly and leave to rest for 1hr.
Fill a large heavy-based pan around ⅓ full with oil and heat to 170°C. While the oil is heating, mix the cinnamon sugar ingredients in a bowl.
Using 2 oiled teaspoons, spoon dollops of the dough into the hot oil – don’t crowd the pan, they will expand quite a lot – you will need to do this in batches. Cook (monitoring oil temperature), turning occasionally, for 5-6min until deep golden brown. Remove the buñuelos with a slotted spoon on to a plate/tray lined with kitchen paper, then roll in the cinnamon sugar whilst hot. Repeat with the remaining batter. Serve the buñuelos warm or at room temperature.