Put the sugar, water and lemon juice into a heavy pan, together with the thinly peeled lemon rind. Stir over a gentle heat until the sugar has dissolved. Bring to the boil, and boil quickly. Take out the lemon rind just after the mixture begins to boil. Continue boiling until a little of the mixture is very brittle when dropped into cold water. Remove from the heat, stir in a little yellow colouring, and leave to cool slightly. When the mixture is cool enough to handle, roll on an oiled surface into long thin strips. Twist up, and leave to set.