Take a large pot, fill it halfway with water and add the rice. Cook for 8 minutes. Drain the rice and the put it back in the pot.
Carefully peel the zest of the lemon. The bigger the pieces, the better, because you have to fish them out later again, so I always try to peel of one long strand of zest.
Add the milk, sugar, lemon zest and cinnamon stick to the pot.
Put on medium to high heat. When it starts to boil, turn down the heat and cook gently for 20-25 minutes, stirring often. Be careful at this stage because the mixture tends to cook over and make a horrible mess on your stove, so stay close and keep stirring.
You're looking for a consistency that looks slightly too liquid in the pot. It will thicken up later as it cools down so don't leave it too long.
Take out the cinnamon stick and lemon zest.
Fill the rice pudding into serving bowls and refrigerate for at least 3 hours.
Dust the top with ground cinnamon before serving.