Combine the egg yolks, sweetened condensed milk, and lime zest in a bowl and stir until well blended.

Transfer the mixture into a non-stick pan warmed over low heat, stirring often until it thickens.

Allow the mixture to cool, then form it into petite, one-inch balls.

Heat a thick-bottomed pan over medium heat and add the sugar, gently coaxing it to melt until it turns into an amber liquid.

Carefully add the custard balls to the caramel, turning them gently until coated.

Use a fork to lift each coated Yolk and place them on an aluminum sheet to cool.

Wrap each cooled custard ball snugly in cellophane wrappers.