To make shortbread, sift flour onto a clean working surface or into a large bowl.
Dot with butter.
Make a well in the center and add sugar, egg yolk, salt and lemon peel.
Working from the center outwa'rds, quickly knead all ingredients to a smooth dough.
Press into a ball and wrap in foil or plastic wrap.
Refrigerate 30 minutes.
Preheat oven to 375°F (190°C).
Grease 2 baking sheets.
Line sides of a 10-inch (25-cm) springform cake pan with a strip of waxed paper.
On a floured surface, roll out dough to make two 10-inch (25-cm) rounds.
Place on greased baking sheets.
Pierce 1 round all over with a fork to prevent it from rising unevenly during cooking.
Bake 8 to 10 minutes or until golden brown.
While still warm, cut round which was pierced with a fork into 12 equal portions.
Cool on a rack with other round.
To make filling, put milk, sugar, salt, lemon peel and egg yolks into a double boiler.
Heat gently, stirring constantly until smooth and slightly thickened.
Remove lemon custard from heat and transfer to a medium bowl.
In a small saucepan, dissolve gelatin in water over low heat.
Stir into lemon custard; cool.
Whip cream until stiff.
Beat cream cheese to soften.
When custard begins to set, stir in beaten cream cheese.
Put mixture into a blender and process until smooth.
Return to bowl and carefully fold in whipped cream.
Place uncut shortbread round in prepared springform pan.
Spoon in cream cheese filling; smooth the surface.
Arrange cut shortbread on top to form a round.
Refrigerate until set.
When completely set, remove cheesecake from pan and carefully peel away waxed paper.
Sift powdered sugar over cake.