How to Make It
In a large bowl, whisk the flour with the sugar and salt. Make a well in the center and pour in the wine and olive oil. Gradually stir in the flour until a dough forms. Transfer the dough to a work surface and knead lightly until smooth. Cut the dough in half and flatten each piece into a disk. Wrap the disks in plastic and let rest at room temperature for 30 minutes.
On a lightly floured work surface, roll out one of the disks to a 12-inch square about 1/8 inch thick. Cut the dough into 1/2-inch-wide strips. Wrap each strip around itself to form a loose coil; transfer the coils to a cookie sheet. Repeat with the remaining disk of dough. Let the coils dry overnight, turning once.
In a medium saucepan, heat 2 inches of oil to 300°. Set a rack over a large baking sheet. Using a wire skimmer, transfer 4 or 5 coils to the hot oil and fry until browned and crisp, about 50 seconds. Repeat with the remaining coils. Transfer the coils to the rack to drain. Sprinkle the cookies with the lemon zest. Mix equal amounts of confectioners' sugar and cinnamon and sift over the cookies. Serve warm or at room temperature.