Make sponge cake in 2 layers. Cool.
Combine milk, vanilla extract, cinnamon, lemon peel and salt in a saucepan, and bring just to boiling point. Remove from heat. Mix sugar and cornflour together in the top of a double saucepan. Add egg yolks and blend well. Gradually stir in the scalded milk, and cook over hot water, stirring constantly, until mixture is smooth and thick. Remove from h