How to Make It
In a large nonstick saucepan, combine the milk with the rice, butter, lemon zest and salt and bring to a boil, stirring constantly. Cover and cook over low heat, stirring occasionally, until the rice is tender and the milk is absorbed, about 20 minutes. Remove from the heat and let stand, covered, for 10 minutes.
Add the cream and sugar and bring to a simmer. In a small bowl, whisk the egg yolks with 1/2 cup of the hot rice. Pour the egg mixture into the saucepan in a thin stream, whisking constantly to prevent scrambling. Bring to a boil and cook over moderate heat, stirring constantly, until creamy and slightly thickened, about 4 minutes. Pour the rice pudding into a large heatproof dish and let cool to room temperature. Cover with plastic and refrigerate until chilled, about 4 hours. Serve the rice pudding in bowls, dusted with cinnamon.