Infuse 450 ml of milk with lemon peel by heating until almost boiling. Cover and let rest for 5 minutes.

In a separate bowl, beat egg yolks with 100 g sugar, cornstarch, and a pinch of salt until smooth. Add the remaining 50 ml of cold milk.

Remove lemon peel and gradually whisk hot milk into the egg mixture. Cook over medium heat, stirring until thickened (2-4 minutes after bubbling).

Stir in vanilla extract and transfer to a bowl. Cover directly with plastic wrap and refrigerate for 20-30 minutes.

Make a lengthwise cut in each bun without splitting them open. Fill each bun with the cream using a piping bag.

Mix 250 ml milk with 30 g sugar, ground cinnamon, and rum for soaking. Dip each pepito for 2-3 seconds on each side and let drain.

Beat the two eggs in a bowl. Coat each pepito in beaten egg, allowing excess to drip off.

Heat oil to 170-175 degrees C. Fry pepitos in batches for 45-60 seconds on each side or until golden brown.

Drain on a rack or absorbent paper and toss warm pepitos in a mixture of 100 g sugar and ground cinnamon.

Optionally brush with melted butter and bake at 200 degrees C for 8-10 minutes or air fry at 190 degrees C for 6-8 minutes.