Preheat the oven to 200°C. Line a large baking tray with baking paper.
Pour water into a saucepan, add butter and bring to a boil. Tip in flour all at once; stir vigorously with a wooden spoon until dough comes together and a white film forms on base of pan. Remove pan from heat; leave dough to cool briefly. Beat in whole eggs one at a time; add the vanilla, lemon zest and sugar.
Spoon dough into a piping bag fitted with a large star nozzle; pipe 12 rosettes onto the baking tray. Combine egg yolk and cream; brush over the profiteroles. Bake for 35–40 minutes until golden. Remove from oven; cool on a wire rack. Cut profiteroles in half horizontally.
For the filling: whip the cream until stiff; stir in 2 tbsp icing sugar and the vanilla essence. Top each profiterole half with cream and sandwich 2 together. Dust with the remaining icing sugar.