Heat cornstarch in a pot over medium heat. Stir in milk slowly. Add sugar and salt. Cook and stir until slightly thickened, about 15 minutes.
Whip egg yolks in a bowl. Stir in 1/4 of the cornstarch mixture. Transfer the egg-cornstarch mixture to the pot. Cook and stir until combined, about 1 minute. Add the lemon rind; cook and stir until thickened, 7 to 10 minutes. Remove from heat; add vanilla extract and mix well.