Preheat the oven to 180°C.
Sift the flour in a large mixing bowl. Add 1 pinch of salt and the lemon zest and combine.
Dice the margarine, add to the flour and, using your fingers, rub them together until you get a mixture resembling breadcrumbs.
Stir in the sugar, then gradually add the milk.
When you get a well combined mixture transfer it to a floured surface and gently knead it onto a smooth dough. Make a thick sausage shape, then cut it into 1 cm slices.
Place the cookies onto a lined baking sheet and bake for 10-15 minutes until golden, then transfer them to a wire rack to cool.