Whisk the sugar and the cornstarch together in a medium saucepan. Add the milk and whisk until smooth. Add the egg yolks, zest, and salt and cook, stirring frequently at first and constantly towards the end, over medium heat until thickened enough to thickly coat the back of a spoon.
Remove the pan from the heat and stir in the lemon juice and butter. Pour through a strainer into a large serving bowl or 4 individual serving dishes.
Let cool to room temperature. Chill, loosely covered, for at least 2 hours and up to 3 days, or until set and thoroughly chilled. Serve chilled.