Start by mixing eggs, sugar, vanilla/lemon zest, and half of the milk. Whisk together until the sugar is dissolved (a bit like making an eggnog).
Add flour and baking powder while stirring - preferably from a sieve, so it doesn't clump.
Add the rest of the milk.
Melt the butter and let it cool.
Add the butter while stirring with a wooden spoon.
Thoroughly grease the Madeleine molds (otherwise the cakes will stick after baking).
Fill the molds with a spoon or piping bag.
Let the batter settle in the molds before putting them in the oven.
Bake the cakes at 200-220 degrees Celsius (392-428 degrees Fahrenheit) in a conventional oven on the second lowest rack for about 15 minutes.
Let them rest afterward.
Decorate the finished cakes by dusting confectioner’s sugar (use a sieve) on the shell side.