Here's my family recipe, which if you like this version, is similar to Lori Longbotham's My Favorite Lemon Pudding.
1. In a medium saucepan, mix together the sugar and cornstarch.
2. Add the milk slowly, mixing until smooth.
3. Add the egg yolks and the lemon and lime zest, and continue to stir over medium heat. As the pudding warms, it will thicken.
4. When it is no longer liquid and has become pudding consistency, remove the pan from heat and quickly mix in the lemon and lime juice and the cooled butter.
5. Pour it all through a strainer and let it cool until it is room temperature, then chill in the refrigerator for at least two hours until it sets.
Pudding will stay good for up to three days in the refrigerator, but let's be honest: this is an eat-it-all-in-one-sitting kind of dessert. Enjoy!