Place 3 eggs, flour, milk, water, vegetable oil, sugar, salt, and vanilla extract in a blender. Blend until completely smooth, 1 or 2 minutes, scraping down sides as needed. Let batter sit at room temperature 30 minutes.
Whisk together ricotta cheese, cream cheese, lemon zest, egg, sugar, and salt in a mixing bowl. Mix together thoroughly. Cover and refrigerate.
Heat a 10-inch, non-stick skillet over medium-high heat. Spray or brush lightly with vegetable oil. Pour in about 1/4 cup batter. Immediately swirl batter around to coat bottom of pan. Cook until surface looks dry, about 1 minute. Flip crepe over to briefly cook other side, about 30 seconds. Remove to a plate. Repeat with the rest of batter. Stack crepes.
Preheat oven to 325 degrees F. Lightly butter a baking dish.
Spoon 3 to 4 tablespoons of filling onto the crepe, about an inch from edge nearest you. Fold edge over filling and flatten slightly. Fold in both sides, then roll up crepe into a small filled rectangle, ending with the seam on the bottom, creating a blintz.
Melt butter in skillet over medium heat. Cook the blintzes until golden brown on both sides, turning gently, about 2 minutes. Transfer to buttered baking dish.
Bake in preheated oven to firm up the filling, about 12 minutes. Cool blintzes 10 minutes before serving. Dust lightly with confectioners' sugar.