Mix egg yolks and cornstarch together. Set aside.
In a medium saucepan, heat sugar, water, and lemon juice until hot but not boiling.
Pour a small amount of hot sugar mixture into egg yolk mixture.
Stir until combined completely.
Repeat until about half of sugar mixture is used.
Pour into remaining sugar mixture.
Mix well.
Heat, while stirring, over low to medium-low heat, until thickened, translucent, and holding its shape, about 10 minutes.
Remove from heat.
Strain through a mesh sieve.
Stir in butter and lemon zest.
Continue stirring until butter melts.
Pour into prepared pie shell.