Mix the cornstarch and sugar in a medium saucepan. Add one cup of milk and whisk until the mixture is smooth.
Add the lemon peel and then heat the mixture over low heat. Once it starts to thicken, take the pot off the burner.
Pour in the cream, vanilla, and lemon juice and stir to combine. Place the pot back on the heat and bring the mixture to a boil. Boil it until it thickens.
Transfer the pudding to individual serving dishes or large bowl. Put plastic wrap on top to prevent skin forming. Chill once cooled and enjoy!