In a 1 1/2- to 2-quart pan, mix sugar, cornstarch, peel, juice, and egg yolk. Stir over high heat until boiling, about 5 minutes.
Nest pan in ice water and stir occasionally until cool, about 10 minutes. Or cover and chill until cold, about 2 hours. Stir before using.
Nutritional analysis per tablespoon.