In a large mixing bowl, whisk together the eggs, granulated sugar, and vanilla sugar until pale and fluffy. Mix in the soft butter.
Add the warm milk, oil and stir to combine. Sprinkle the dry yeast on top, give it a gentle mix, and let it sit for about 15 minutes until bubbly.
Add lemon zest and gradually incorporate the flour, mixing until you form a soft dough.
Place the dough into a lightly greased bowl, cover it, and let it rise for about 1 hour.