1. Heat the water and sugar in a small pot, bring to a boil for 3 minutes until syrupy.

2. In another small pot, heat 1/2 milk with lemon zest and cinnamon sticks.

3. Meanwhile, mix the flour with the other 1/2 of the cold milk. Get it as smooth and possible with no lumps.

4. Once the milk is at a heavy simmer, (scalding) add the flour/milk mixture to the pot. Whisk well for 1 minute, keeping the pot on the heat. It will thicken slightly.

5. Add in the syrup mixture very, very, slowly to the pot with the milk mixture, whisking well. If you add too much too quickly it will separate and you will have chunks of flour. If this happens – whisk quickly and constantly to eliminate as many chunks as you can. Then add to the egg yolks, whisk well again, and strain out the chunks. 

6. Take off heat and allow to cool for 5-10 minutes before adding in eggs, stir frequently to help cool faster. (This is so that the eggs don’t over-cook, the ideal temperature is about 90 F or warm to the touch).

7. While your mixture is cooling, preheat your oven to 375 F. Lightly grease two muffin tins and take out phyllo dough. This will come in sheets, and it’s best if you have a lightly damp (mostly dry) clean kitchen towel on top of the sheets to keep them from drying out.

8. What you need is a melted stick of butter and a brush, take the first sheet and brush it lightly with butter, top it with a second, and repeat until you have 4 layers of phyllo. Then using a biscuit cutter, cut out the circles. Repeat as needed until you have enough circles for your muffin tin. I will usually layer my sheets all at once and then cut them all at once, but this requires quite a bit of counter space. You can get about 9-11 circles per 4-layered rectangle.

9. Whisk your hot milk mixture into the egg yolks until smooth.

10. Fill the molds you made with the phyllo dough (fill just to the edge of the puff pastry ~ 2 Tbsp/mold) and bake at 375 F until the egg mixture is firm and browning just slightly and the phyllo is golden and flakey. About 15-20 minutes.

11. Remove from the oven and allow to cool for 10 minutes. Flip muffin tin over to remove the pasteis de nata. Sprinkle some cinnamon over them and enjoy as is, or with a shot of espresso.