In a medium saucepan, bring water to a boil with the lemon peel, butter and pinch of salt.
Add the rice and let it simmer for about 20 minutes. Stir occasionally. When most of the water has evaporated, add the very hot milk. Simmer for 5 more minutes and add the sugar.
In a separate bowl, beat together the egg yolks and add a few spoonfuls of the rice mixture to temperate the egg yolks. Then add the now warm egg mixture to the saucepan and stir quickly until even.
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