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Make the Custard:
In a small saucepan, heat the milk over medium heat until warm. In a bowl, whisk together egg yolk, vanilla sugar, and cornstarch. Slowly add the warm milk while whisking. Return the mixture to the saucepan and cook over low heat, stirring constantly until thickened. Stir in vanilla extract (if using). Let cool completely.
Prepare the Cake Batter:
Preheat oven to 180°C (350°F). Grease and flour a round cake pan. In a large bowl, beat the eggs and sugar until pale and fluffy. Add the milk, oil, and lemon zest. Sift in flour and baking powder. Mix until smooth.
Assemble:
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