Preheat oven to 350 degrees and put rack on middle setting in oven.
Fill kettle and put water on to boil. You'll need this when you bake the dessert.
Grease a 4-cup baking dish, eg Pyrex. Set aside.
Grate zest from 2 lemons, then juice them and throw away the pits. Combine zest and juice and set aside.
Separate egg yolks and whites into two bowls.
Cream butter and sugar until pale and fluffy. Add the yolks one at a time to butter mixture and mix well. Slowly add lemon juice and mix well. (It may not look very nice at this stage, but don't worry.)
Sift together flour, salt and baking powder. Add flour to butter mixture alternating with milk. Beat well until mixture is smooth.
Beat egg whites to form soft peaks. Gently fold into batter. Do not overwork because you want to keep as much air in mixture as possible. Pour into prepared baking dish.
Place baking dish into a larger pan or dish. Carefully pour boiling water into the pan around the outside of the baking dish until it is about halfway up the outside of the baking dish (ie make a Bain-Marie).
Bake 40-45 minutes until top is puffy and lightly browned. Cool 10 minutes. Dust with icing sugar and serve warm.