Gather all ingredients.

Make the batter: Combine milk, flour, water, eggs, oil, sugar, salt, and vanilla in a blender. Blend until completely smooth, 1 or 2 minutes, scraping down the sides as needed. Let batter sit at room temperature for 30 minutes.

Meanwhile, make the filling: Whisk ricotta cheese, cream cheese, egg, 2 tablespoons powdered sugar, lemon zest, and salt together in a mixing bowl until thoroughly combined. Cover and refrigerate until needed.

When batter has rested, heat a 10-inch, nonstick skillet over medium-high heat. Spray with cooking spray and pour in about 1/4 cup batter.

Immediately swirl batter around to coat the bottom of the skillet. Cook until the surface looks dry, about 1 minute.

Flip crêpe and briefly cook the other side, about 30 seconds. Transfer to a plate. Repeat to cook and stack remaining crêpes.

Preheat the oven to 325 degrees F (165 degrees C). Lightly grease a baking dish.

Spoon 3 to 4 tablespoons filling onto each crêpe, about 1 inch from the edge nearest you. Fold the edge over filling and flatten slightly.

Fold in both sides, then roll crêpe into a small filled rectangle (blintz), ending with the seam on the bottom.

Melt butter in a large skillet over medium heat. Working in batches, cook several blintzes at a time until golden brown, turning gently, about 1 minute per side. Transfer to the prepared baking dish.

Bake in the preheated oven to firm up the filling, about 12 minutes.

Cool blintzes for 10 minutes, then dust lightly with remaining powdered sugar and serve.