Sprinkle yeast over the warm water and milk with a little bit of the sugar (I take ½ teaspoon from the 1 tablespoon) and let stand until the mixture starts to foam a little bit. Then, beat egg with a fork until broken up and add to milk-yeast mixture. Beat mixture with fork again until just combined. Set aside.

Place flour, salt and sugar in the processor, and give it one quick whiz just to mix. add the cold slices of butter and process briefly so that the butter is cut up a little. You still want visible chunks of butter about least ½ inch in size — about 5 short pulses.

Empty the contents of the food processor into the large bowl, then add in the milk-egg mixture. Use a rubber spatula to mix the ingredients together, but don’t overdo it: expect to have a gooey mess with some butter lumps pebbling it. Cover the bowl with plastic wrap, put in the refrigerator, and leave overnight or up to 4 days. (Longer is definitely better)

To turn the dough into pastry, take half of it out of the refrigerator, let it get to room temperature (or don’t if you are pressed for time) and roll the dough out into a 20-inch square. Fold the dough square into thirds, then roll the dough out again into a large square, repeating the steps 3 times. Finally roll out for shaping.

Combine the cheese, sugar, salt, lemon zest, egg, and butter to make the filling. Roll out the pastry and cut into small (4x4) squares. Place a tablespoon of filling on each piece of dough. Fold the opposite corners up together and seal with a pinch. Place on a baking sheet lined with parchment paper and brush with the egg wash. Let rise 1 ½ hours.

Meanwhile, about 30 minutes before they’re ready to be cooked, preheat the oven to 350°F. Pinch corners back together if they have come apart, then place in the oven and bake for 15 minutes or until puffy and golden brown.

NOTE: I’ve also made these with savory cheese filling, mixing shredded Gruyere or cheddar with enough ricotta to make it stick together and a dash of paprika and granulated garlic