In the bowl of a stand mixer, combine flour, sugar, salt, yeast, and lemon zest. Set aside.
In a small saucepan, combine butter and milk.
Heat to 120-130 degrees F.
With the mixer running, slowly add milk mixture to flour mixture.
When combined, add egg.
Knead for 8-10 minutes until dough is smooth and elastic.
Place in a lidded container that has been sprayed with cooking spray.
Allow to proof 1 1/2-2 hours, or until doubled in bulk.
While dough is rising, spray, spray an 8-inch pan with cooking spray. Set aside.
Turn out onto lightly flour surface.
Roll into a rectangle 1/4" thick.
Spread dough with lemon curd, going all the way to the edges.
Cut dough into 1 1/2" strips.
Beginning with short side, roll up into rolls.
Place rolls is prepared pan.
Cover and allow to rise 1 hour, or until doubled.
While rolls are rising, preheat oven to 350 degrees F.
Bake fully proofed rolls 15-20 minutes, until golden brown.
Remove from oven and allow to cool.