Put rice in 1/2 litre of boiling salted water, cover and let it swell at low heat for 20 minutes, then drain. Meanwhile cut vanilla pod lengthwise in half, bring to the boil with milk, cinnamon stick and lemon peel and let cool.
Beat the egg yolks and sugar together in a saucepan over a low heat. Pour lukewarm milk through a sieve and slowly stir into the egg mixture. Stir for ten minutes until the mixture is thick. Stir in the rice.
Arrange on plates and decorate with cinnamon.