- Over a double boiler, off the heat, combine the coconut milk, egg yolks, lime juice, and sugar. Season with salt and pepper.
- Place over simmering water and whisk for 8 to 10 minutes or until thick and smooth.
- Remove the upper part from the double boiler and add the lime zest. Adjust the seasoning. Cover with plastic wrap, if needed. Set aside over a pan of warm water.
Freeze the remaining coconut milk and use it in Indian or Asian dishes.