Step 1
Combine flour salt and cold water in a bowl. Mix with a wooden spoon until dough just comes together and pulls away from the sides of the bowl. Dough should be sticky; adjust with more flour or water to achieve what's shown in the video.
Step 2
Transfer dough onto a well floured surface. Dust a little more flour over the top. Knead for a minute or two to form a round. Cover and let rest for 15 to 20 minutes.
Step 3
Roll dough into a square about 1/8 inch thick dusting with flour as necessary; dough should still be sticky.
Step 4
Spread 1/3 of the butter over 2/3 of the square using a silicone spatula leaving a 1/2 inch border. Flip the unbuttered side over the middle of the square and fold the opposite end over it like a letter. Straighten the edges as needed.
Step 5
Turn dough with a bench scraper to unstick it from the counter; dust with flour. Flip and sprinkle more flour on top. Roll dough into a 1/8-inch-thick rectangle carefully stretching edges as needed. Spread another 1/3 of the butter over 2/3 of the dough. Fold into thirds. Transfer onto a lined baking sheet and freeze until butter is slightly chilled about 10 minutes.
Step 6
Sprinkle dough with flour and roll into a square a little over 1/8 inch thick. Spread remaining butter over the dough leaving a 1- to 1 1/2-inch border on the top edge. Dip your finger in water and lightly moisten the unbuttered edge. Roll dough into a log starting from the bottom edge. Dust with more flour and polish the ends as needed. Seal with plastic wrap and refrigerate at least 2 hours preferably overnight.
Step 7
Combine sugar 1/4 cup plus 1 tablespoon water cinnamon and lemon zest in a pot. Boil over medium heat without stirring until syrup reaches 210 to 215 degrees F (100 degrees C). Remove from heat.
Step 8
Preheat oven 550 degrees F (288 degrees C). Grease a 12-cup muffin tin.
Step 9
Whisk flour salt and cold milk together very thoroughly in a cold pot. Cook over medium heat whisking constantly until milk thickens about 5 minutes. Remove from heat and let cool for at least 10 minutes.
Step 9
Whisk egg yolks into the cooled milk. Add the sugar syrup and vanilla extract. Mix until combined. Strain custard into a glass measuring cup.