To begin, preheat your oven to 180°C (350°F). Prepare a baking dish (approximately 9x9 inches) by lightly greasing it with butter or a neutral oil. This prevents sticking and ensures easy serving later. Set the dish aside.
In a medium sized saucepan, warm the milk over low heat until it is just about to simmer. Avoid boiling, as this can cause the milk to scorch. Stir occasionally to prevent a skin from forming.
While the milk warms, take a large mixing bowl and whisk the eggs until well beaten. Add the granulated sugar and continue whisking until the mixture is smooth and slightly frothy. Incorporating air at this stage helps the custard achieve its characteristic texture.
Gradually pour the warm milk into the egg and sugar mixture, whisking constantly to temper the eggs and prevent curdling. Add the vanilla extract and, if desired, the lemon zest for an aromatic touch. Stir until fully combined.
Carefully pour the mixture into the prepared baking dish. Place the dish in a larger roasting pan and fill the pan with hot water until it reaches halfway up the sides of the baking dish. This water bath, or baño María, ensures gentle and even cooking.
Transfer the roasting pan to the preheated oven and bake for 40–50 minutes, or until the custard is set. To check for doneness, insert a knife into the centre; it should come out clean. The top will have a lightly golden, caramelized layer, characteristic of Leche Asada.
Carefully remove the baking dish from the water bath and let it cool to room temperature. This allows the custard to firm up further and enhances the creamy texture.
Serve the Leche Asada at room temperature or chilled. Sprinkle a light dusting of ground cinnamon over the top for a traditional garnish. For an added indulgence, pair with fresh fruit or a drizzle of caramel sauce.