Whisk wine and sugar in a pot until the sugar dissolves. Bring to a simmer, and continue cooking until a syrup forms. Add in the lemon juice and zest.
Put butter and milk in a heavy pot. Bring to a boil. Allow the butter to melt. Stir with a wooden spoon. Stir in the flour. Mix well so there are no lumps. Turn heat down to low. Continue cooking and stirring until a dough forms. Continue cooking and stirring (careful not to let it burn) to remove excess liquid.
Transfer the hot dough to a mixer with whisk attachment. Turn on to medium speed. add the eggs in one at a time, and mix in well. Then, fold in the lemon and wine syrup, herbs, and cheese. Season with salt and pepper. Mix in well.
Heat oil in a pot or fryer to about 350 degrees. Carefully spoon in the batter one scoop at a time (about 1/2 to 1 inch diameter). Cook until golden brown. Dry on paper towels. Repeat until all the batter is cooked. If they are browning too fast, turn the heat down. Or you can finish them in the oven.
If you want to bake them instead of frying, they will be more like a cream puff. You can bake at 400 degrees for about 20 minutes. You can pipe them out onto a sheet pan lined with parchment paper.
Serve warm with a nice aioli or cheese dip.
