Start by blooming your yeast. Mix the active dry yeast, sugar, and warm milk together, and let it sit for 10 minutes.
In a large bowl or stand mixer with a whisk attachment, combine the flour, salt, and sugar.
Add the whisked eggs, vanilla, lemon zest, and softened butter to the dry ingredients, and mix well.
Pour in the yeast mixture and knead the dough until it forms a ball and springs back when pressed.
Let the dough rise in a warm place for 1-1 ½ hours, until doubled in size.