Heat the milk and lemon zest in a small heavy-based saucepan over medium heat to simmering point. Remove the zest. Using an electric mixer, whisk the egg yolks and caster sugar in a heatproof bowl for 5 minutes or until pale and creamy. With the motor running, slowly add the hot milk, then whisk to combine. Sit the bowl over a bain marie, making sure the bowl does not touch