In a large bowl, beat the eggs with an electric mixer on medium speed until frothy, about 30 seconds. Gradually beat in the granulated sugar until thick and foamy, about 4 minutes. Set aside.
In a medium saucepan, heat the milk over medium heat, stirring constantly, until just beginning to simmer. With the mixer on low, slowly pour the hot milk into the egg mixture until fully combined. Return the egg mixture to the saucepan. Set over medium-low heat, and stir constantly until just beginning to simmer, about 3 to 4 minutes.
Gradually whisk in the semolina. Reduce the heat to low, and stir constantly until thickened, about 1 minute. Whisk in the cubed butter until fully melted and combined. Remove from the heat.
Whisk in the lemon zest and vanilla. Let stand at room temperature, stirring occasionally while preparing the pastry layer.
While the custard is cooling, preheat the oven to 350°F. Lightly grease an 8x8-inch baking pan with baking spray or butter.
Unroll the phyllo pastry sheets, and keep them loosely covered with a damp towel. Place 1 sheet of phyllo in the prepared baking pan, scrunching down the excess phyllo to fit into the sides of pan. Generously brush with melted butter. Place another sheet on top perpendicular to the first sheet. Scrunch down the sides and brush with butter. Repeat the process, alternating between placing sheets vertically and horizontally, with 4 more sheets of pastry, creating a bottom layer total of 6 sheets.
Spoon the cooled custard into the pastry and spread in an even layer. Scrunch the remaining 6 sheets of phyllo into ruffly mounds and place in an even layer on top of the custard. Drizzle with the remaining melted butter (about 1/4 cup) until fully coated.
Bake for 45 minutes or until the pastry is golden brown and crispy. Let cool for 30 minutes at room temperature. Dust with confectioners’ sugar and cinnamon before serving. While it’s best served shortly after being baked, any leftover Bougatsa can be loosely covered and refrigerated for up to 3 days.
Notes
Take care of your phyllo. Keep the phyllo sheets covered with a damp cloth while working to prevent it from drying out and becoming brittle. Work quickly but gently when layering the sheets, brushing each layer with melted butter. You want to alternate which direction you are placing the phyllo layers so that all sides of pan are covered.
Be patient when cooking the custard. The creamy custard filling is the heart of Bougatsa, and getting the consistency right is crucial. Slowly cooking the semolina over low to medium heat and stirring constantly helps to avoid any lumps.
Be sure to fold in the edges to seal. When assembling the Bougatsa, gently fold the excess phyllo inward over the custard to seal it inside to prevent leakage during baking and maintain the beautiful shape of the pastry.