In a saucepan off the heat, combine the sugar, flour and zest. Add the egg and whisk until the mixture is smooth. Slowly whisk in the hot milk. Bring to a boil over medium heat, whisking constantly and taking care to scrape the bottom and corners of the saucepan. Simmer over low heat for about 30 seconds. Pour into a bowl. Cover with plastic wrap, with the wrap resting directly on the surface. Let cool to room temperature.
Assembly
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