In a medium shallow dish of some kind (that's big enough for your bread slices), beat together the eggs, milk, vanilla, cinnamon, nutmeg, salt, and lemon (or orange) zest.
Heat a medium or large skillet on medium or medium-low heat (you know your stove, you just want to make sure it's not too high where it'll burn quickly). Melt a bit of butter in the pan.
Working with one slice of bread at a time, soak the bread in the egg mixture, giving it at least 5 seconds on either side (I kind of move it around to really get it soaked). Then add to your buttered pan. I do 2-3 slices at a time, depending on the size. Don't crowd the skillet.
Cook until golden brown on the bottom, about 2 minutes. If it's getting too dark too fast, turn the heat down (you need the egg mixture to cook up into the bread, not only fry the outside). Turn and cook the other side until golden brown, around another 2 minutes.
Repeat with the remaining egg-soaked challah. Serve with the toppings you desire...for me, that's some butter (that melts on the slice) and granulated sugar, or cinnamon-sugar.