Mix the flour with the lard or butter, sugar, eggs, lemon zest and salt. Once the mixture has come together, let it sit in the fridge for 30 minutes. Meanwhile, prepare the pastry cream.
In a large saucepan over low heat, beat the eggs, sugar and lemon peel with a wooden spoon for 5 minutes and then add the flour. Stir well. Pour in the warm milk and cook the cream, stirring continuously over low heat. When the cream is ready, remove the lemon peel and let it cool.
Grease and flour small oval pastry moulds. Roll out a sheet of pastry about 7-8cm in diameter, large enough to cover the bottom and sides of a pastry mould. Fill the pastry with the cream, cover with another sheet of pastry and seal the edges well. Brush the top with some of the egg white. Continue until you have used up all the pastry.