Squeeze the lemons and grate the peel.
Place lemon zest in a saucepan with 300 ml milk and bring to a boil.
In the meantime, stir the remaining milk with lemon juice, powdered sugar and cornstarch until smooth and pour into the boiling lemon milk. Simmer, stirring constantly, until mixture thickens, about 2 minutes.
Pour pudding into prepared bowls, then refrigerate or enjoy warm immediately.