In a medium saucepan, whisk together the milk and sugar over medium heat. Add the lemon peel and slowly bring to a boil, stirring often. Remove from heat and allow to cool to room temperature. Discard the lemon peel.

In a medium bowl, stir together the cornmeal and coconut milk. Beat in the egg yolks until frothy.

Place the saucepan back over low heat. While continuously whisking, slowly pour the coconut milk egg mixture into the saucepan. Stir constantly until the mixture has thickened.

Pour into four small bowls and allow to cool to room temperature before serving.