Rinse short-grained rice under cold water for several minutes.
Place rice in a sauce pot and add the zest of ½ lemon, 2 sticks of cinnamon, ½ tsp of kosher salt, and enough whole milk to barely cover the rice.
Turn heat to medium until mixture is simmering, stirring rice continually.
When the rice has absorbed all of the initial liquid, continue adding the milk and heavy cream to the rice in stages, stirring regularly.
The arroz con leche is done cooking when the mixture has absorbed all of the liquid and the rice is fully cooked through and creamy.
When the rice has reached the desired consistency, begin adding the sugar.
Add the sugar in parts, tasting as you go along.
If more sugar is desired, add more.
Serve in bowls, topped with freshly-grated ground nutmeg and ground cinnamon.