To begin, preheat your oven to 350°F (175°C). Take a medium saucepan and heat the milk over medium heat until warm, but not boiling. This initial warming helps the custard thicken smoothly in the next steps.

In a large bowl, whisk together the sugar, semolina, eggs, vanilla extract, and lemon zest. Once the milk is warmed, gradually pour it into the egg mixture, whisking continuously to prevent curdling. Return the mixture to the saucepan.

Cook the custard over medium-low heat, stirring constantly until it thickens, about 5-7 minutes. The custard should be smooth and able to coat the back of a spoon. Remove from heat and allow to cool slightly.

Prepare a baking pan (approximately 9x9 inches) by brushing it lightly with melted butter. Place the first sheet of phyllo in the pan, letting the edges hang over the sides, and brush with butter. Layer four sheets, brushing each with melted butter for a crisp, golden finish.

Pour the cooled custard evenly over the layered phyllo in the pan, smoothing it out with a spatula to ensure an even layer. Fold the overhanging edges of phyllo back over the custard, brushing them lightly with more melted butter.

Layer the remaining four sheets of phyllo on top of the custard, brushing each with butter. Tuck the edges neatly into the sides of the pan to seal in the custard filling and create a clean edge.

Using a sharp knife, score the top layer of phyllo into squares or diamond shapes to make it easier to cut once baked. This also helps release steam, keeping the pastry flaky. Bake in the preheated oven for 30-35 minutes, or until the phyllo is golden and crisp.

Remove the bougatsa from the oven and let it cool slightly. Dust generously with powdered sugar and a sprinkle of cinnamon before serving. Serve warm, savouring the creamy custard with the flaky phyllo for an authentic Greek experience. Bougatsa pairs beautifully with a cup of Greek coffee or tea.