Warm up the milk to a luke-warm temperature, and pour it into a jug.
Add the yeast, a tablespoon of flour and tablespoon of sugar, and mix well.
Set it aside for 10-15 minutes or until the mixture becomes frothy.
In a large mixing bowl, sift the flour, add the yeast mixture, eggs beaten well (reserve 2-3 tablespoons of beaten egg to brush the pastries), melted butter, lemon zest and knead everything well into a dough that is elastic, and does not stick to the hands.
Add more flour if necessary.
Cover the bowl with a tea towel, and leave it to prove in a warm place for 2 hours, or until it doubles its size.
Divide the dough into 8 balls, and shape each ball into a rope that is ⅞ inches long.
Shape the rope into a figure 8, then transfer all the pastries to 2 baking trays, leaving plenty of room between them.
Leave them to prove again for up to 1 hour until they double their size again.
Brush the pastries with the reserved beaten egg, and bake in the preheated oven at 180 degrees Celsius (350 Fahrenheit) for 20 minutes or until golden.
Once the pastries come out of the oven, brush them with honey, and top with finely chopped walnuts.
Allow them to cool down before serving.