Warm the milk, then stir in the sugar and yeast. Let it sit for 10 minutes, until foamy.
In a large bowl, sift the flour, then add the salt, vanilla extract, lemon zest, and eggs.
Pour in the yeast mixture and knead the dough for 8-10 minutes, until smooth and elastic.
Cover the dough with a clean kitchen towel and let it rise in a warm place for about 1 hour, or until doubled in size.
On a lightly floured surface, roll out the dough to about 2 cm (¾ inch) thickness. Use a glass or donut cutter to cut out circles.
Place the circles on baking paper, cover them, and let them rise for another 30 minutes.
Heat the oil in a deep pot or fryer to about 340°F (170°C).
Fry the koblihas for 2-3 minutes per side, until golden brown. Remove them with a slotted spoon and place them on paper towels to drain excess oil.
If you want filled koblihas, use a piping bag to fill them with jam, then sprinkle with powdered sugar.
Serve fresh or store in an airtight container to keep them soft.
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