Boil 3 cups of water with a cinnamon stick and lemon zest.
Add ½ cup of rice and a pinch of salt.
Lower the heat and cook for about 20 minutes, until the rice is soft and fully cooked.
When there are about 5 minutes left, heat the whole milk in a small pot.
Add the remaining lemon zest and another cinnamon stick.
Once the rice is fully cooked, gradually add the hot milk, one spoonful at a time, as the rice absorbs it, stirring constantly, just like a risotto.
When the rice has absorbed almost all the milk and reached a creamy consistency with no liquid left (see image), remove the lemon peel and cinnamon stick.
Add the sugar and stir until completely dissolved. Turn off the heat.
Whisk the egg yolks and add a little of the rice pudding, stirring quickly so the yolks don’t cook and temper them.
Add the yolks to the rice pudding, turn the heat to low, and stir vigorously until the eggs are incorporated and cooked.
When the mixture becomes creamy and slightly yellow, turn off the heat.
Serve the rice pudding in small bowls or on a shallow dish.
Sprinkle with ground cinnamon to taste.