In a saucepan, combine sugar, cornstarch, and salt. Gradually whisk in the milk until smooth.

Place the saucepan over medium heat and cook, stirring constantly, until the mixture thickens and starts to bubble.

In a small bowl, whisk the egg yolk. Slowly add a few spoonfuls of the hot mixture to the yolk, whisking constantly to temper it.

Pour the tempered egg yolk back into the saucepan and cook for 2 more minutes, stirring continuously.

Remove from heat and stir in the fresh lemon juice and lemon zest until fully combined.

Pour the pudding into individual serving bowls or glasses.

Cover the surface with plastic wrap to prevent a skin from forming.

Chill in the refrigerator for at least 1 hour before serving.