Preheat the oven to 430°F (220°C). Line a tart pan with the puff pastry.
In a saucepan, bring the milk to a simmer with the scraped seeds from the vanilla bean and the lemon zest. Remove from heat and let cool slightly.
In a bowl, whisk together the egg yolks, granulated sugar, and cornstarch until smooth.
Slowly pour the warm milk into the egg yolk mixture, whisking constantly to prevent curdling. Ensure the mixture is smooth.
Pour the mixture back into the saucepan and cook over medium heat, stirring constantly, until the custard thickens.
Once the custard has thickened, remove from heat and stir in the heavy cream and ground cinnamon.
Pour the custard into the puff pastry-lined tart pan and spread evenly.
Bake the tart for 20-25 minutes, or until the top is golden brown and slightly caramelized.
Let the tart cool completely before dusting with powdered sugar and serving.
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