The night before, place water and sugar in a medium bowl. Sprinkle in yeast and allow to rest for about 5 minutes or until foamy. Add milk, flour, salt, and lemon zest and stir to combine. Add the melted and slightly cooled butter and stir until well blended. Cover bowl and leave overnight at room temperature.
In the morning, add the beaten egg to the batter and stir to combine well. Pour into preheated waffle iron and cook until light golden brown.
Serve immediately, or wrap and store in freezer. Reheat in toaster or toaster oven.