
Preheat the oven to 250°F. Peel the lemon with a vegetable peeler, being careful not to take any of the white pith away with the rind. Cut the peel into fine strips. Mix the peel with the rice, sugar, and salt in a 9-inch pie dish. Stir in the milk and cream.
Bake uncovered for about 2 hours, stirring every 30 to 45 minutes. As the milk reduces, it will form a thin layer on top of the pudding; simply break this up and stir it in.
Final baking time will depend on your oven, the pie dish, and how thick you prefer your rice pudding. When ready, the rice will be completely cooked and tender but the pudding will still be soupy and thin. As it cools, however, it will firm up considerably.
Eat hot, warm, or cold.