1
: Cream Cheese Filling: With electric mixer beat cream cheese, 1/4 cup (50 ml) sweetened condensed milk and lemon zest together; set aside.
2
: Custard: In a separate bowl, whisk together remaining sweetened condensed milk, eggs, milk and vanilla.
3
: Assembly: Spray one 9" / 23 cm square pan with non-stick spray. Tightly arrange one layer of bread slices on bottom (you may have to cut additional pieces of bread to have a tight fit). Spread Cream Cheese Filling evenly over bread slices. Add another layer of bread. Spread jam evenly over bread. Add another layer of bread, and then pour Custard evenly over entire pan.
4
: Bake at 350°F (180°C) until set, about 45 minutes. Let stand 10 minutes. Sift icing sugar over top, if desired.
5
: Make ahead: Assemble the night before, cover and refrigerate overnight. Bake the next morning.