Preheat oven to 375 degrees.
Brush the Madeleine molds with the softened butter. Dust with flour, then invert the mold to remove any excess of flour.
In the bowl of an electric mixer, combine the sugar and eggs and beat with a whisk until creamy.
Add the lemon zest, flour and baking powder, and vanilla and whisk until blended.
Beat in the softened butter and then the milk. Set the mixture aside for 10 minutes.
Spoon the batter into the molds, filling each mold to the rim. Bake the madeleines for 12 to 15 minutes.
Unmold onto a cake rack and let cool.
Madeleines can be stored up to a week in an airtight container.