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1.
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Preheat the oven to 350F.
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Line 2 baking sheets with parchment paper.
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2.
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Sift together the flour, baking powder, and salt onto a piece of waxed paper.
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3.
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In a large bowl or the bowl of an electric mixer, whisk 2 of the eggs until they are foamy.
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Gradually whisk in the sugar and continue whisking until the mixture is pale yellow and light, about 4 minutes.
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Whisk in the oil, then add the lemon zest and mix well.
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Mix in the dry ingredients alternately with the milk, beginning and ending with the flour mixture.
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Then quickly and thoroughly mix in the hazelnuts.
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4.
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Turn out the dough onto a lightly floured work surface and divide it in half.
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Shape each half in an 8-inch-long log and 2 inches thick.
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Flatten the tops slightly and place the logs about 2 inches apart on one of the prepared baking sheets.
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Mix the remaining egg with 2 teaspoons water for an egg wash and brush it lightly on the logs.
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5.
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Bake the logs in the center of the oven until they are puffed and golden, 25 to 30 minutes.
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Remove from the oven and let cool on a wire rack for 10 minutes.
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Leave the oven on.
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6.
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With a sharp knife, cut each of the logs on the diagonal into about 24 pieces.
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Place the slices, cut side down, on the parchment-lined sheets and bake until they are golden on one side, about 15 minutes.
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Turn the slices and bake until golden on the other side, about 10 minutes more.
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Remove from the oven and let cool on wire racks.