For the Cajun clams: In a bowl, add the milk, seafood seasoning, lemon zest, a nice pinch of salt and a few good grinds of pepper. Whisk until the salt dissolves. Add the clams, and then soak in the refrigerator for 2 hours.
For the dredge mixture: In a brown paper bag or bowl, add the cornmeal, flour, seafood seasoning, a nice pinch of salt and a few good grinds of pepper. Stir to combine. Using tongs or a slotted spoon, remove the clams from the bowl, shaking off any excess milk. Drop them into the flour mixture and shake or stir to coat. Place the clams on a baking sheet fitted with a wire rack and rest 15 minutes.
In a heavy-bottomed pot, add enough oil to reach 4 inches up the sides. Heat the oil over medium heat until a deep-fry thermometer inserted in the oil reaches 365 degrees F. Fry the clams in batches until golden brown, about 30 seconds to 1 minute, depending on the size of the clams. Remove from the oil to a paper-towel-lined plate and season lightly with salt.
Serve with a spritz of lemon juice, cocktail sauce and tartar sauce, but I'm having it with a side of burger.