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Step 1
Set a large mesh strainer over a large heat proof bowl and set aside.
Step 2
Put all the ingredients into a medium saucepan and give it a good whisk to combine and break up the yolks. Let the mixture sit for 5 minutes, then stir again to make sure the cornstarch is dissolved. Don't worry about tiny lumps, they'll dissolve as the pudding cooks.
Step 3
Cook over medium heat, stirring almost constantly with a whisk at first, then switching to a silicone spoonula as it thickens. You want to avoid the pudding scorching on the bottom or sides of the pan, so modulate the heat and keep stirring.
Step 4
Just as the pudding comes to a boil, it should be thick and glossy. Remove from the burner just as the first large bubbles surface, don't let it continue to boil.
Step 5
Immediately pour the pudding through the strainer, pushing everything through with the back of your silicone spoonula. Only the zest and a few lumps will reamain.
Step 6
At this point you can serve warm, or chill for later. Chill the pudding in the large bowl, or spoon it into individual bowls or cups. If you decide to keep it in the large bowl, place a piece of plastic wrap over the surface before refrigerating to prevent a skin from forming.
Step 7
Serve the pudding with whipped cream, if you like.