In a medium bowl, whisk together the egg, egg yolks, cornstarch, sugar, and salt. Keep the whisk in the bowl and arrange the bowl on a slightly damp dish towel and set aside. (The damp towel will help keep the bowl from moving or sliding while you are whisking later.)
In a small saucepan, heat the milk and the citrus zests over medium heat until steaming.
While whisking the egg mixture vigorously, pour 2/3 of the steaming milk mixture into the egg mixture. Then, while whisking the remaining steaming milk in the pot vigorously, pour the egg mixture back into the pot. (This back and forth process will temper the hot milk into the eggs. Otherwise you will make scrambled eggs!)
Move the pot back on to the stovetop over medium heat, and bring to a bubbling boil while whisking continuously. Once the pot is boiling, reduce heat to low and cook 1-2 minutes more.
Remove the pastry cream from the heat and stir in the butter 1 tablespoon at a time, waiting until each tablespoon of butter is melted and incorporated before adding more.
Strain the pastry cream through a fine mesh sieve into a fresh bowl. Wrap tightly and allow to cool to room temperature, then store in fridge to chill overnight. (The pastry cream must be covered or it will form a skin on the surface that will form lumps when stirred.)