Bring a saucepan of water to a simmer. In a glass bowl, whisk the egg yolks with the caster sugar until white and ribbon-thick.
Put the lime zest in a pan with the milk and bring almost to a boil. Pour into the egg yolk mixture, whisking. Transfer the bowl over the simmering water and cook, stirring with a wooden spoon, until you have a custard which is thick enough to coat the back of