Mix together the olive oil, sugars, vanilla and lemon zest.
Add the eggs and milk, and mix well, then add the sifted flour, salt and bicarbonate of soda, and let the dough rest for 24 hours.
Preheat the oven to 170 degree C.
Roll the dough into small balls, flatten slightly then bake in the oven for 8-10 minutes, until golden brown.