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To make the pastry, rub the butter into the flour with the lemon zest and a pinch of salt until it resembles breadcrumbs. Add the sugar, egg and milk and bring together to form a dough. This can be made 2 days in advance.
On a lightly floured surface, roll the pastry out and use it to line a 20cm tart tin, leave 2cm of pastry hanging over the edge. Chill for 30 mins.
Heat oven to 180C/160C fan/gas 4. Line the case with baking beans, bake blind for 20 mins, then remove the beans and continue to cook for a further 20 mins until the base is biscuity. Remove from oven and reduce the temperature to 140C/120C fan/gas 1.
Bring the cream, milk, vanilla pod, lemon zest and a small grating of nutmeg to the boil. Beat the egg yolks with the sugar until pale, then pour the hot milk and cream over, beating as you go. Strain custard into a jug, allow to settle for a few mins, then skim off any froth.
Carefully pour the custard into the tart case, grate some more nutmeg over the top and bake for 40 mins or until just set with the very slightest wobble in the middle. Remove from the oven, trim the pastry edges off (away from the filling), then leave to cool completely before serving in slices with a grating more of nutmeg, if you like.