Place oil in a large deep pot or deep fryer and heat over medium heat. Use a candy thermometer so you know what your oil temperature is for best results. Heat oil to about 350-360 Degrees F.
In a medium bowl cream egg yolks,salt and sugar together with a hand mixer on high speed until smooth and pale yellow in color.
Add sour cream, vanilla, lemon zest and flour and mix on low speed until dough comes together. **You may need to add another tablespoon or two of flour if dough still seems too sticky.
Place dough on a floured work surface and knead for about one minute.
Cut dough in half and wrap one half in plastic wrap while you work with the other.
Roll dough out with a rolling pin on a floured surface. Keep turning the dough as you roll it out and adding more flour to surface as needed. You don't want your dough to stick to the work surface.
Roll dough out so that it is paper thin.
Cut dough into strips about 1-1 1/2 inches wide.
Cut a 2 inch long slit in the center of each strip.
Push one end of the strip of dough through the slit.
Pull the end through the other side and shake a bit to let it form a twist or bow tie.
Continue to make bow ties with the remaining strips. Then work on your next ball of dough.
Once you have all of your bow ties made check the oil temperature. Start by dropping one cooking in the oil to test it. You should cook cookie for about 10-15 seconds per side. If it's cooking faster than that reduce the temperature and wait for the oil to cool down a bit. Use two forks to turn your cookie over after 10-15 seconds then cook for and additional 10-15 seconds. You want them to be lightly browned.
Remove cookies to a cookie sheet lined with paper towels.
Let the cookies cool completely then coat with a generous coating of confectioner sugar.