Put the cream, milk and 4 of the strips of lemon zest in a saucepan and heat almost to boiling (this is called scalding). Put the pan in a bowl of iced water to cool it quickly. Put the sugar, eggs and vanilla in a bowl and whisk until well blended, trying to avoid making froth. Stir in the cold scaled cream. Pour the custard mixture into the 4 dishes. Add the remaining strips of lemon zest; tuck one into each custard.
Preheat the oven to 150°C (300°F) Gas 2. Set the dishes in a baking pan and add enough boiling water to come halfway up the sides of the dishes. Bake towards the top of the preheated oven for 20 minutes or until very gently set and wobbly.
Remove the baking pan from the oven, then remove the dishes from the pan. Sprinkle the sugar evenly over each custard. Preheat an overhead grill to very hot, leaving space for the pots to be 3 cm/1” from the heat. Alternatively turn on the blowtorch. Grill or blowtorch the custards until a fine layer of caramel forms on top. Serve, preferably at room temperature, within 2 hours.