Beat together egg yolks and salt until thick and light. Beat in light cream, sugar and butter. Sift together flour and nutmeg. Add to egg yolk mixture with lemon rind. Mix well, then chill 1 hour.
Roll out 1/4 of the dough at a time, keeping the remaining dough chilled. Roll 1/16 inch thick. Cut in 1 1/2-inch wide strips. Cut diagonally at 4-inch intervals. Make 1 inch slit lengthwise in center of each piece. Slip one end through the slit. Fry a few at a time in deep fat (350 degrees F) for 1 to 2 minutes or until golden. Remove from fat with a slotted spoon. Drain on paper towels. Sprinkle with confectioners' sugar. Store in an airtight container.