Colonial-era almond pudding is a rich, elegant Mexican dessert with centuries of history. This family-friendly treat is a smooth, nutty, traditional confection of Mexican pastry heritage.
Soak blanched almonds in 1 cup hot milk for 20 minutes, then blend thoroughly until smooth and creamy.
Break the bread slices into small pieces; combine with the remaining milk and let soak for 10 minutes. Blend together with the almond mixture until smooth.
In a large, heavy saucepan, whisk together egg yolks and granulated sugar until pale. Stir in almond-bread mixture, cinnamon, lemon zest, vanilla, and salt.
Place the saucepan over medium-low heat. Cook slowly, stirring continuously with a wooden spoon, until the mixture thickens to a soft pudding consistency, about 20–25 minutes. Avoid boiling or scorching—lower heat if mixture bubbles.
As soon as the pudding reaches a gentle thickness and coats the back of the spoon, immediately pour into a glass dish or ramekins. Let cool to room temperature, then refrigerate at least 2 hours before serving for best flavor and set.