Step 1 In a large, heavy-bottom saucepan, whisk together the flour, sugar, lemon zest and eggs. Whisk in the lemon juice, then the milk. Heat the mixture over medium-high heat and cook, stirring constantly, until the custard thickens (it should coat the back of the spoon). Remove from heat and strain into a bowl set over a bowl of ice water. Stir until cool, then stir in the rum and vanilla. This makes a generous 2 cups of custard. Cover and refrigerate until needed.