Step 1 Mix warm milk, sugar and yeast in small bowl until yeast dissolves. Set aside.
Step 2 Blend flour, baking powder, salt and lemon zest in large bowl of electric mixer. Add butter and blend until mixture is crumbly.
Step 3Beat egg, egg yolk and vanilla in small bowl. Add to flour mixture alternately with milk mixture and blend until dough comes together. Transfer dough to floured board; divide dough into 4 parts. Knead each part into flat disc, then wrap in plastic wrap and refrigerate 1 hour.