How to Make It
Process eggs and sugar in a blender on high speed until frothy, 2 minutes. Add zest, juice, and vanilla and process 3 minutes more. With blender running, gradually drizzle in olive oil. Continue to process on high until the mixture is steaming, about 8 minutes.
Transfer custard to a bowl and cover with plastic wrap pressed directly on surface. Refrigerate until set, about 1 hour. Serve or keep refrigerated up to 3 days.