In a small saucepan, mix sugar, cornstarch and salt; whisk in egg yolks and milk until smooth. Whisk in citrus juices until blended; bring to a boil over medium heat, stirring constantly. Cook and stir 2 minutes longer. Stir in citrus zests.
Transfer mixture to a bowl. Cover surface with plastic wrap; refrigerate until cold.
To serve, in a small bowl, beat cream until soft peaks form. Fold into citrus mixture. Spoon into serving dishes. If desired, top with lime slices.
Health Tip: Save nearly 40 calories and 5 g saturated fat per serving with an easy swap: Stir 1 cup fat-free lemon Greek yogurt into the lemon mixture first, then fold in 1/2 cup heavy cream that’s been beaten to soft peaks.