Rinse the Short-Grain Rice under cold running water until the water runs clear to remove excess starch.
Place the rinsed rice in a medium saucepan with the Water, the Lemon Peel, the Cinnamon Stick, and a pinch of Salt. Bring to a gentle boil over medium heat, then reduce to low and simmer, uncovered, until the rice has absorbed most of the water and is just tender (about 12–15 minutes). Stir occasionally to prevent sticking.
Pour in the Whole Milk and return the mixture to a gentle simmer. Cook, stirring frequently, until the rice becomes very tender and the mixture is thick and creamy (about 20–25 minutes). Lower the heat if it begins to stick to the pan.
Stir in the Granulated Sugar until dissolved and taste to adjust sweetness. Simmer for another 3–5 minutes so the sugar melds into the pudding.
In a small bowl, whisk the Egg Yolks until smooth. Temper the yolks by slowly whisking in 1–2 ladlefuls of the hot rice mixture, then pour the tempered yolks back into the saucepan while stirring constantly. Cook over very low heat for 1–2 minutes more, just until the pudding thickens slightly—do not boil or the yolks will curdle.
Remove and discard the Lemon Peel and the Cinnamon Stick. Let the pudding cool a little if serving warm, or cool to room temperature and refrigerate if you prefer it chilled.
Spoon the Arroz Doce into a serving dish or individual bowls and finish with a generous dusting of Ground Cinnamon before serving.
