Melt the butter in a large, heavy bottomed pan. Add the flour and whisk until well blended. Slowly stir in milk. Cook, stirring, until the mixture has almost reached the boiling point and has become thick and smooth. Add lemon juice and sugar and cook for 2 minutes more. Remove from heat, add vanilla, and cool slightly. Add 4 egg yolks, one at a time, beating to incorporate each one before adding the next. Add lemon zest, then return the pan to the stove and cook, stirring constantly, for 1 minute more over medium heat. Remove and let cool.