1. In pot over moderately high heat, bring milk to slight boil. Add rice and stir well until boil returns. Reduce heat to medium-low and gently simmer uncovered 30 minutes. Make sure to stir regularly so milk does not congeal or stick to sides and/or bottom of pot.
2. Add sugar, vanilla, and citrus rind; continue to simmer and occasionally stir another 10 minutes.
3. Beat egg yolks with cold milk; whisk in corn flour and mix well.
4. After 10 minutes in Step 2, pour egg yolk mixture into pot; whisk well to incorporate. Simmer another 3-5 minutes, until thick.
5. Remove from heat. Using ladle, spoon out mixture into bowls. Let stand 1 hour to cool. Sprinkle with cinnamon and garnish with curls of shaved citrus rind.
6. Serves 6-8.