Roll pastry to a rectangle about 35 × 12 cm (14 × 5 in. Place poppy seeds in a spice or coffee grinder and process 10 seconds. Tip into a bowl. Add cinnamon, icing sugar and zest and mix well. Sprinkle evenly over pastry, lay a sheet of baking paper over it, then gently roll a rolling pin backwards and forwards to press seed mixture into pastry. Take paper off, shaking any stray seeds back onto pastry. Fold narrow ends of pastry into the centre, then fold one side over the other and gently pat down. Refrigerate and chill at least one hour.
Preheat oven to 220°C/450°F/Gas Mark 6. Line two baking trays with baking paper. Slice pastry into 12 pieces and lay these on two trays lined with baking paper, leaving plenty of space for them to expand. Brush with milk and sprinkle with caster sugar. Bake about 20 minutes or until golden and cooked all the way through. Cool on trays for a few minutes before removing to a cake rack. Store in an airtight tin for up to 1 week.