In a large, heavy-bottomed saucepan, combine the yolks, cornstarch, and sugar and mix well with a spoon. Drizzle in the milk and place the pan over medium heat. Cook, stirring constantly 10 to 12 minutes, until a dense cream is formed. Do not allow the mixture to boil. Remove from heat, gently stir in the juice and zest, pour into 6 chilled pudding cups and allow to cool completely in the refrigerator. Whip the cream and top each cup with the whipped cream and the candied zest.
In a 2-quart saucepan, combine the sugar and water and bring to a boil, making sure all sugar is dissolved. Remove from heat.
In a large saucepan, combine the zest and enough cold water to cover and bring to a boil. Remove the zest, rinse with cold water and repeat the process 2 more times.
Place the blanched zest in a saucepan and pour the syrup over the zest, adding an extra inch to cover the zest. Bring to a boil, reduce to a simmer and cook until the zest is translucent and tender. Remove from heat and cool. Drain the syrup and lay the zest out on a cooling rack. Toss in sugar and store in an airtight container.