Sift flour with baking powder.
Add sugar, salt, vanilla extract, egg, butter, liqueur, and lemon zest. Knead with your hands until you get a homogeneous and smooth dough.
Wrap the dough in a transparent film and leave it at room temperature for about 30 minutes.
Using your hands, shape the dough into 30 balls of about 10 g each.
Fry Castagnole in hot oil, turning occasionally, until golden brown.
Drain the Castagnole onto a plate lined with absorbent paper, and repeat with the remaining Castagnole.
When Castagnole have cooled slightly, roll them in the indicated sugar.
Now you can start filling them with custard. Use a very small spout. Insert the spout into the Castagnole without applying excessive pressure, and fill with the custard, leaving the tuft out, so you can see how delicious filling they have!
Your Castagnole with custard are ready!