Bring milk, butter, 1 tablespoon sugar, and salt to boil in heavy medium saucepan over medium heat, stirring until butter melts. Add flour; stir until batter is smooth and forms ball, about 1 minute. Remove from heat and whisk in eggs, 1 at a time. Add enough oil to heavy large saucepan to reach depth of 2 inches. Attach deep-fry thermometer to side of pan and heat oil to 350°F. Working in batches, drop 1 tablespoon batter into oil for each cream puff. Fry until golden brown and puffed, about 5 minutes per batch. Using slotted spoon, transfer cream puffs to paper towels to drain. (Can be made 6 hours ahead. Let stand at room temperature.) Blend ricotta cheese, mascarpone cheese, 1/4 cup powdered sugar, and lemon peel in medium bowl for filling. Cut cream puffs in half horizontally. Spoon 1 rounded teaspoon filling into bottoms; cover with tops. Arrange on platter. Sprinkle with remaining 1/2 cup powdered sugar.