In a medium saucepan, bring the water to a boil with the lime zest. Add the rice, cover and cook over low heat until the liquid is absorbed, about 15 minutes. Stir in the milk, sugar, cinnamon and salt and simmer, uncovered, stirring occasionally, over medium-low heat for an additional 20 minutes. Remove from the heat.
While the rice is still hot, lightly beat the egg yolks with the vanilla in a small bowl, then temper the mixture by whisking in a few spoonfuls of the rice. (This keeps the eggs from scrambling.) Stir the yolk mixture into the cooked rice.
Remove the lime zest, stir the raisins into the rice pudding and transfer to a casserole dish or individual serving bowls. Serve hot or cold.