Combine the flour, sour cream, egg yolks, honey, lemon zest and salt in a stand mixer fitted with the dough hook attachment. Mix on medium-high speed until the dough comes together and begins to pull away from the bowl, 3 to 4 minutes. Turn out onto a floured surface and knead until smooth, about 5 minutes. Divide into 2 balls, loosely cover with plastic wrap and let sit at room temperature, 1 hour.
Roll out each ball on a floured surface into a 12-inch square, about 1/8 inch thick. Cut each square into 7 strips, then cut each strip crosswise into thirds (you will have 42 rectangles). One at a time, make a 1-inch slit lengthwise down the center of each rectangle; lift a short end and thread it through the slit, then pull out; twist in the middle so it looks like a bow.
Heat about 3 inches of vegetable oil in a pot over medium heat until a deep-fry thermometer registers 350 degrees F. Fry 5 to 7 cookies at a time, turning, until deep golden brown, 2 to 3 minutes. Remove with a slotted spoon and drain on paper towels. Toss in the confectioners' sugar. Store in an airtight container for up to 3 days.