Prepare double boiler by filling a medium saucepan with 1" of water. Place over medium heat.
In a large mixing bowl, whisk together egg yolks and sugar until smooth.
Add lime juice and whisk together.
Place the bowl over a saucepan with simmering water ( double boiler ) and cook the egg mixture until thickens, whisking constantly. About 8 - 10 minutes.
Remove the bowl from the saucepan and add butter to the lime egg mixture.
Whisk until melted. You can add the zest ad this point. I added about 1 to 1 ½ teaspoons of zest. Cool the mixture for 5 minutes.