Wash the rice under cold running water and drain well. Pour it into a large saucepan of lightly salted boiling water and cook on a low heat for around 10 minutes. Drain.
Split the vanilla pod lengthwise. Place the milk and the vanilla pod in a heavy-based saucepan. Bring to simmering point then add the rice and lemon rind. Cover and cook gently for around 10 minutes.
Add the brown sugar and take the saucepan off the heat. Stir and add the diced butter. Allow to cool for a few seconds.
Whisk the egg yolks in a bowl and mix them into the milky rice. Cook gently for another 5 minutes, stirring regularly.
Remove the vanilla pod and lemon rind. Divide the rice among small bowls and allow to cool slightly before serving.