Mix the flour, salt, sugar and yeast in a large bowl.
Pour the milk into a saucepan or, if you have a microwave, a measuring jug. Either way, finely grate in a generous amount of nutmeg, followed by the zest of the lemon, add the vanilla and butter and heat until lukewarm; I just give the milk 45 seconds in the microwave at top whack, which for me means 900W. A