Preheat the oven to 450 degrees and set out a deep 10-inch ovenproof skillet (cast-iron is best). In a small bowl, mix the granulated sugar with the cinnamon and set aside.
In a medium-sized bowl, lightly whisk the eggs, milk and lemon zest. Blend in the flour just until mixed (the batter will be slightly lumpy).
In the skillet, melt 1/4 cup of the butter over medium heat. Add the apples and saute for 5 minutes or until tender. Pour the egg batter over the apples and transfer the skillet to the oven. Bake for 20 minutes or until the apples are tender and the pie puffs up high.
Meanwhile, melt the remaining 1/4 cup butter. Remove the skillet from the oven, drizzle the puff pie with the butter and sprinkle with the cinnamon-sugar mixture. Return the pie to the oven for 5 minutes or until the sugar mixture is bubbly. Sprinkle with a little confectioners' sugar and serve immediately, right from the skillet.