In a pan put the rice, water and milk. Cut the vanilla pod lengthwise and scrape it with a knife to remove the seeds from inside. Add the seeds and vanilla pod to the rice, as well as the lemon peel and a pinch of salt. Let it cook on low heat for about 15 minutes.
Remove the lemon peel and vanilla pod. Grind the mixture with a magic wand or in a blender. Let it cool.
Return to heat with the egg yolks and sugar. Stir well and let it cook for another 5-8 minutes. Transfer to bowls and let cool.
Before serving, sprinkle the cream with sugar and burn with a blowtorch.