Combine first 3 ingredients in a saucepan; gradually stir in milk. Cook over medium heat, stirring constantly, until mixture comes to a boil. Cook 2 minutes.
Remove from heat. Gradually stir about 1/4 of hot milk mixture into beaten egg; add to remaining hot mixture, stirring constantly. Cook over medium heat, stirring constantly, 3 minutes or until thickened.
Remove from heat; stir in butter, lemon rind, and lemon juice.
Set saucepan in a bowl of ice water. Cool completely (about 5 minutes), stirring often.