Stir together the flour, sugar and yeast in a large bowl. Mix the salt, milk and eggs together in a jug then pour into the flour mixture and beat well using a wooden spoon for about 5 minutes to make a thick, sticky batter.
Gradually add the butter, beating until the mixture is smooth, elastic and shiny. Finally fold in the orange and lemon zest. Cover the bowl with cling film and leave to rise for 1 hour.
Grease a 23cm/9in bundt tin or savarin mould with butter. When the batter has risen, spoon it into the tin. Cover with oiled clingfilm and leave to rise for 45 minutes to 1 hour, until it reaches three-quarters of the way up the tin.
Preheat the oven to 180C/160C Fan/Gas 4.
Remove the cling film and bake for 20–25 minutes or until the savarin rises and golden-brown. Remove from the oven and place the tin on a wire rack to cool for 5–10 minutes.
When cool enough to handle, remove the savarin from the tin and pour half of the syrup into the tin. Gently place the savarin back into the tin to soak up the syrup and cool completely. Pour the remaining syrup into a roasting tin, then place the savarin into the syrup and leave to soak for 5 minutes. Carefully transfer to a serving plate.