Whisk together the cornstarch, sugar, and half of the flour.
Add 1 cup of milk and combine. Set aside.
Heat the remaining milk over medium-low heat in a large saucepan until it starts to bubble.
Remove from heat and add the cinnamon stick, lemon peel, and vanilla. Mix and let sit for 5 minutes.
Gradually strain the milk from the saucepan into the mixture from the first step, and stir until combined.
Return to saucepan and heat over medium-low heat, stirring constantly, until the mixture thickens considerably (at least 15 minutes).
Oil a large baking dish and pour the mixture into it. It should be about 3/4 inch (2 cm) deep.
Cover with plastic wrap or wax paper so that it's resting on the surface of the mixture, and refrigerate for a minimum of 4 hours (overnight if possible) until it has solidified.
Turn the cooled mixture out of the pan and cut into small squares.
Heat the olive oil in a frying pan over medium heat, at a depth of about 1/4 inch (1/2 cm)
Beat the eggs in a small bowl. Put the remaining flour in another bowl.
Dip each piece in the beaten eggs and then the flour, to form a light coating.
Fry in the oil for about one minute on each side, until the coating turns golden.
Let cool on a paper towel, then roll in sugar and cinnamon.
Serve fresh or at room temperature, ideally with ice cream!
