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Beat together egg yolks and salt until thick and light.
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Beat in light cream, sugar and butter.
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Sift together flour and nutmeg. Add to egg yolk mixture with lemon rind.
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Mix well, then chill 1 hour.
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Roll out 1/4 of the dough at a time, keeping the remaining dough chilled.
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Roll 1/16 inch thick. Cut in 1 1/2-inch wide strips. Cut diagonally at 4-inch intervals. Make 1 inch slit lengthwise in center of each piece.
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Slip one end through the slit. Fry a few at a time in deep fat (350 degrees F) for 1 to 2 minutes or until golden.
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Remove from fat with a slotted spoon. Drain on paper towels.
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Sprinkle with confectioners' sugar. Store in an airtight container.