Put the sugar and the flour in a saucepan. Bring the milk to the boil with the vanilla pod and lemon peel. Add the milk to the sugar and flour a little at a time, stirring all the time. Place the pan on the heat and continue stirring for 5 minutes. Remove the pan from the heat and add the whole eggs one at a time, return to the heat and cook, stirring constantly for another 5 minutes. Dampen a tray and pour the strained mixture to a depth of 2 cm/1 in; leave to go cold.
When the custard is completely cold, cut into 2½ cm/1½ in wide strips and then into 2½ cm/1½ in squares. Dip each square in beaten egg and then in breadcrumbs. Heat the olive oil and deep-fry until golden brown and crisp. Drain and serve as part of a fritto misto.