Natillas with Lemon Zest

In a medium saucepan, combine the whole milk, cinnamon stick, bay leaf, and the strips of lemon zest. Place over medium heat and bring just to a gentle simmer, stirring occasionally to prevent scorching. Do not let it boil. Once small bubbles appear around the edge, remove from heat and let steep for 10 minutes to infuse the flavors.

In a heatproof bowl, whisk together the egg yolks, granulated sugar, and cornstarch until pale and creamy, about 2 minutes. Make sure there are no lumps of cornstarch. The mixture should be smooth.

Slowly pour about 1 cup of the warm infused milk into the egg yolk mixture while whisking constantly. This gradually raises the temperature of the yolks to prevent curdling. Then pour the tempered yolk mixture back into the saucepan with the remaining milk, whisking to combine.

Return the saucepan to medium-low heat. Cook, stirring constantly with a whisk or wooden spoon, until the custard thickens and coats the back of a spoon. This should take about 10 minutes. The custard will visibly thicken and should reach a temperature of about 175°F (80°C). Do not let it boil or it may curdle.

Remove the saucepan from heat. Discard the cinnamon stick, bay leaf, and lemon zest strips. Stir in the vanilla extract for a smooth finish. For an extra-silky texture, strain the custard through a fine-mesh strainer into a large bowl or a pitcher with a spout.

Divide the natillas among four individual serving dishes (such as glass cups or small bowls). Let cool to room temperature, then cover with plastic wrap pressed directly onto the surface to prevent a skin from forming. Refrigerate until fully chilled, at least 2 hours or up to 2 days.

Just before serving, garnish each natilla with a light dusting of ground cinnamon and a pinch of finely grated lemon zest. Serve cold.