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1
Combine the milk, sugar, lemon zest and cinnamon in a wide, shallow dish. Stir until the sugar dissolves. The liquid should smell of warm spice and citrus before the bread enters it.
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2
Lay the bread slices in the milk in a single layer. Soak for 5–10 minutes per side. The slices are ready when they are saturated through to the centre but still hold their shape when lifted — press the centre gently with a finger; it should feel uniformly soft with no dry resistance.
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3
This is where the dish lives or dies. Lift each soaked slice and pass it through the beaten egg, coating both faces and all edges evenly. The egg must form a continuous, unbroken film — any gap will allow the milk-soaked crumb to make direct contact with the oil and break apart in the pan.
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4
Pour the olive oil into a wide frying pan to a depth of about 1 cm and set over medium heat. The oil is ready when a small breadcrumb dropped in sizzles steadily without violent spitting. Add the egg-coated slices in batches, ensuring the bread is at room temperature before it meets the oil. Fry until the underside is deep golden, 2–3 minutes.
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5
Turn each slice once. Fry the second side until equally deep golden and the interior is heated through — the surface should be firm and dry to a light touch, with no soft, yielding patches indicating an unset egg coat.
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6
Transfer the fried slices immediately to a tray or plate. While still hot, dust generously on both sides with the cinnamon sugar. The heat of the bread causes the sugar to begin to adhere at once; the dusting must happen before the surface cools or it will not bond. Serve warm.