Dilute the yeast in the milk, add the sugar and flour, stir to a runny consistency, put a lid on and leave it in a warm (not hot) area to rise.
Beat the eggs with the sugar, milk, vanillas and lemon zest, while setting aside an egg yolk for smearing later.
Sift the flour with the salt in a heap in a container suitable for kneading and make a well in the middle of it. Pour in the risen yeast, egg mixture and knead a dough.
Dip your hands in the melted lard and knead until the dough absorbs all of it and bubbles begin to form.
Smear it with warm oil, cover with plastic wrap and leave to rise in a warm area. Knead it 1-2 more times and leave to rise again until doubled in volume.
The dough is enough for 5 cozonacs. Put 1 in an oiled oven dish, so that it takes up 1/3 of its volume, then leave to rise once again.