In a large saucepan, add the milk, lemon zest, and a teaspoon of vanilla essence. Heat over low heat. Pay attention that the milk must not boil, only warm-up.
In a saucepan, add the egg yolks and sugar. Whip for 2–3 minutes with an electric mixer until the sugar has dissolved, and the mixture is smooth, fluffy, and pale yellow.
Add the cornstarch. Mix gently to keep the powder from flying everywhere, then start the hand mixer and whisk for about 1 more minute. The sugar will now be completely dissolved. With a spatula, collect all the cornstarch on the sides and mix well.
Add the warm milk, a little at a time, while whisking continuously to prevent lumps.
Return the mixture to the saucepan where you heated the milk. Cook over medium heat, whisking constantly, until pastry cream begins to thicken. Once it thickens, pause every few seconds to check for bubbles.
When you see it starting to boil, continue whisking for 1 minute, then remove from the heat and transfer the saucepan to a work surface. Continue to mix for 1 minute.
Your pastry cream for the classic Zuppa Inglese recipe is ready. Divide in two bowls: 2/3 in a bowl and 1/3 in the other bowl.
Add the sifted cocoa powder a little at a time to the bowl with 1/3 of pastry cream and mix with a spatula until it melts completely, and your chocolate cream is formed.
Cover the two bowls with transparent film, placing it well on the creams to prevent a crust from forming on top. Let at room temperature until cool. Then chill in the refrigerator for a few hours so that they thicken completely.