Heat milk and lemon zest in a non-stick saucepan over low heat.
Whisk egg yolks, sugar and flour in a heat-safe bowl. Add the milk to the bowl, whisking constantly.
Pour mixture back into saucepan and, over medium heat, whisk constantly until liquid thickens and comes away from the bottom of the pan.
Remove from heat and whisk in extract and cream until well combined. Place in heat-safe bowl, cover with plastic wrap, and refrigerate for 30 minutes, or until cool.