Put water, sugar, and lemon peel into a small saucepan. Bring the water to a boil while dissolving the sugar and let the mixture cook until it starts to ball up, around 238°F. Remove the lemon peel from the sugar concoction and pour into a bowl, covering it to keep it hot.
In a small bowl, separate the yolks from the whites and beat the egg yolks until they are a consistent liquid. Pour the beaten yolks into the empty saucepan and then re-add the sugar mixture back in, stirring constantly. Put the saucepan on low heat and stir the mixture continuously with a whisk until the yolks begin to solidify—up to 10 minutes. You’ll know when you can remove it from the heat as soon as you see the mixture pull away from the sides and bottom of the pan.
Remove the pan from the heat and spoon the mixture onto a plate in one lump. Allow it to cool.
After it has cooled, sprinkle powdered sugar through a sieve onto your countertop. Place the yolk mixture on top and roll it around in the sugar. Pinch off a small pit of the yolks, about the size of a ping pong ball, and roll it into a ball. Roll the ball in more powdered sugar to cover it.
Chill the yemas in a fridge until you’re ready to serve them. The powdered sugar should form a thin crust on the outside of the ball as it cools.