In a medium large saucepan mix together sugar and egg yolks.
Add in lemon juice and cook over medium heat until thick and coats the back of the spoon. Do not let it boil if you can help it, it will make the eggs in the curd curdle.
Remove from heat.
Strain the curd through a mesh strainer.
Stir in vanilla and lemon zest.
Cover with plastic wrap pressed directly onto the curd. Refrigerate for at least 2 hours or overnight.