Boil water with lemon peel, butter, and salt. When boiling, add rice. Reduce heat and let simmer for 25 minutes. The water will not be all absorbed, there will be a bit of water still. Add hot milk, simmer for 5 minutes, stirring often. Add sugar, stir until simmering again.
In a separate bowl whisk egg yolks. Add some of the rice to the egg yolks to warm up the yolks a bit then add egg yolks to the rice. Stir well and continue to simmer for 10 more minutes. It might stick to the bottom if you don’t watch it during this time.
The rice should be creamy not dry. Pour into a casserole dish. You can remove the peels or leave it. Let it cool completely. Then sprinkle with cinnamon. Then once cooled store in fridge.