Lightly beat the egg yolks in a large glass measuring cup or medium bowl; set aside. In a medium saucepan, stir together sugar and cornstarch. Stir in zest, juice and the water. Cook and stir over medium heat until thickened and bubbly.Advertisement
Stir half of the hot juice mixture into the egg yolks. Return egg mixture to the saucepan. Cook, stirring constantly, over medium heat until mixture comes to a gentle boil. Cook and stir for 2 minutes more. Remove from heat. Add butter pieces, stirring until melted. Cover surface with plastic wrap. Chill for at least 1 hour.