Preheat oven to 350 degrees. Let rise for 35 minutes. Place in preheated oven and bake for 20 minutes. Remove from oven and brush with melted butter. In a large bowl place warm water, milk and sugar then sprinkle yeast on top. Stir then let sit for 10 minutes allow the yeast to proof.
To a bowl mix flour, salt and lemon zest together. Add yeast mixture, melted butter and vanilla and lemon extracts. Knead for about 10 minutes until dough is smooth and no longer sticky. A stand up mixer with the dough hook attachment would be an excellent alternative to hand kneading the dough.
Punch down the dough to release the air, then place on an un-floured surface. Form into a bowl then cut into 10-12 equal pieces.
Roll each piece of dough to form a ball. Place on a greased sheet pan, cover and let rise for 30-45 minutes.
Preheat oven to 350 degrees.
When oven is hot, place tennis rolls into the oven and bake for 20 minutes until golden brown. Remove from the oven and brush with melted butter. Allow to cool on a baking rack.
