Pour milk into a heavy-bottomed saucepan. Add the split vanilla bean, its scraped seeds and the lemon zest strip. Heat over medium until steaming and small bubbles form at the edges, about 4 minutes. Remove from heat.
In a bowl, whisk egg yolks with sugar and salt until pale and slightly thickened, about 2 minutes. Whisk in the cornstarch until fully smooth with no dry lumps.
Fish out the vanilla bean from the milk. Slowly pour a third of the hot milk into the yolk mixture, whisking constantly to temper it without scrambling.
Pour the tempered yolk mixture back into the saucepan with the remaining milk. Cook over medium-low heat, whisking constantly, until it thickens and the first bubble breaks the surface, 4 to 5 minutes. It should reach 82 C / 180 F.
Keep whisking for 30 seconds past that first bubble to cook out the raw starch taste, then remove from heat right away.
Strain through a fine-mesh sieve into a clean bowl to catch any stray bits. Press plastic wrap directly onto the surface so no skin forms.
Chill for at least 2 hours before piping, spreading or spooning into your dessert of choice.