Dissolve the yeast in a little warm milk. In a bowl, mix the egg with the sugar. Add the vanilla and grated lemon peel, oil, yeast and milk. Add the flour little by little. Knead until you get an elastic dough. Incorporate the raisins at the end. Leave the dough to rise until you see that it doubles in volume. After it has risen, knead the dough for a few more minutes. Grease your hands with oil, and cut a piece of dough with a knife, giving it a cylindrical shape of about 10 cm. You can give it the shape you want.
I chose this shape. Put maritozzi on a tray where you have previously put baking paper. Keep a little distance between them. Cover them with cling film and a towel and leave them to rise again, until they double in volume. Put them in the preheated oven at 180 degrees, until you see that they are browned. When they are ready with a brush, grease them with hot water and sprinkle sugar on each one.