Bring 1 cup water, the butter, salt, and cayenne to a boil in a heavy 4-quart saucepan; boil until butter has melted. Remove from heat; stir in flour. Return to burner; cook, stirring, until mixture comes together and pulls away from the pan, about 2 minutes more.
STEP 2
Remove from heat. Using a wooden spoon, beat in 4 eggs, 1 at a time, until they are incorporated and smooth. Stir in zest, scallions, and parsley.
STEP 3
Transfer mixture to a piping bag, and cut a 1/2-inch opening. Pipe 1-inch rounds onto baking sheets lined with parchment paper. Alternatively, drop rounded teaspoons of batter onto baking sheets lined with parchment. If not using immediately, freeze up to 1 month in airtight containers or resealable plastic bags.
STEP 4
Preheat oven to 400 degrees. Whisk together remaining egg and 1 teaspoon water in a small bowl; lightly brush on top of each puff. Bake until lightly golden brown, about 20 minutes. Serve immediately.
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