Stir the egg yolks, powdered sugar, cognac, and lemon zest together in a bowl until combined; avoid whipping the mixture.
Pour in the melted butter and continue stirring.
Add the all-purpose flour and salt and stir until a thick, sticky batter forms.
Spoon onto plastic wrap. Form into a square, wrap tightly then refrigerate overnight.
The next day, roll out the dough on a lightly floured surface. Try to keep the dough square.
Roll until it is very thin, about 3mm(⅛in).
Using a fluted pastry wheel and a ruler, cut strips that are about 7½cm(3in) by 2½cm(1in) in size.
Cut a small slit in the center of each strip, then bend one end through the middle and out to create a bow-like shape. Watch the technique in the youtube video for more clarity.
I like to freeze the klenäter while I set up to fry. This isn’t strictly necessary but it makes them easier to handle.
Heat about 5-6cm(2in) of oil in a deep frying pan to around 165°C(330°F).
Carefully place 7-10 cookies in the oil, turning as they cook. Fry until they are golden brown and crisp. This should take a few minutes. Avoid overcrowding the pan.
Remove from the oil using a slotted spoon or tweezers and place on paper towels to drain any excess oil.
Coat generously with powdered sugar then serve. They are best enjoyed while still warm and crispy.