Torrijas

Finely grate the zest of 1 medium orange (about 2 teaspoons) and 1 medium lemon (about 1 teaspoon) into a medium saucepan.

Add 1 quart whole milk, 1/2 cup granulated sugar, and 1 (3-inch) cinnamon stick. Bring to a boil over medium heat. Remove the pan from the heat and add 1/3 cup dry sherry. Let sit until cool enough to handle. Meanwhile, cut 1 (12-ounce) day-old baguette crosswise into 1-inch-thick slices (about 16). Arrange in a single layer on a rimmed baking sheet.

Pour the milk mixture over the bread and let it soak for 5 minutes. Flip each slice of bread. Let the bread sit until it absorbs most of the liquid but isn't falling apart, about 5 minutes more.

Heat 1 cup olive oil in a large frying pan over medium-high heat until shimmering. Meanwhile, whisk 4 eggs together in a medium bowl.