Warm the milk and lemon peel in a saucepan. Stir in semolina with a wooden spoon until the mixture is thoroughly blended and thickened. In a mixing bowl, beat the eggs, sugar and vanilla until light and add to the pan, stirring over medium-low heat until it reaches a creamy custard consistency. Remove from heat, take out and discard lemon peel and allow to cool completely. Stir occasionally to keep the custard from forming a skin on top.
Lightly brush a baking pan equivalent to the size of the filo with butter. Line the bottom of the pan with 8 sheets of filo, brushing each sheet well with the melted butter after laying it down in the pan. Add the custard filling. Fold the excess filo that overlaps the pan in over the custard. Top with the remaining filo, brushing each with butter. Use a knife to trim the top sheets to the size of the pan. Spray the top lightly with water and bake at 180 degrees C for 30-40 minutes, until the top is golden brown.
Sprinkle with icing sugar and cinnamon while hot. Cut to size and serve.