In a large saucepan, combine the rice, water, lemon zest, cinnamon stick, and salt. Bring to a boil over medium-high heat.

Reduce heat to low, cover, and simmer until the water is absorbed, about 15 minutes.

Stir in the milk and sugar, and continue to cook uncovered, stirring occasionally, until the mixture thickens and the rice is tender, about 30 minutes.

In a small bowl, beat the egg yolks. Take a spoonful of the hot rice mixture and slowly whisk it into the egg yolks to temper them.

Gradually stir the tempered egg yolks back into the saucepan with the rice mixture.

Cook over low heat, stirring constantly, for 2-3 minutes, until the pudding is creamy and slightly thickened.

Remove from heat and discard the lemon zest and cinnamon stick.

Pour the pudding into a serving dish or individual bowls. Allow to cool slightly, then sprinkle with ground cinnamon to taste.

Serve warm or chilled, as preferred.