Soak tapioca, covered, in cold water overnight. Drain well and place into slow cooker.
Add milk, cream and salt. Cook on high 2 hours, stirring occasionally.
In a small bowl, whisk sugar substitute into egg yolk. Temper small amounts of pudding base (1-2 tbsp at a time) into egg yolk to bring the temperature up slowly. When you've added about 1 cup of pudding base, transfer back into slow cooker. Add lemon zest, stir to combine and cook an additional 15 minutes.
Transfer to a medium bowl. Place a layer of plastic wrap down so it touches the surface of the pudding (to prevent a skin from forming), cool at room temperature for about 1 hour, then refrigerate. Serve cold.
Substitutions: You can use 3 cups whole milk in place of the skim milk and heavy cream; the fat content will be about the same. Do not use all skim milk - it will be flat and the flavors will be very muted.
Substitutions: You can leave out the lemon zest and use 1 1/2 tsp good, pure vanilla extract. You could also add 1 tbsp Dutched cocoa powder to the egg yolk and add 2 ounces melted bittersweet chocolate when you add the tempered egg yolk to the pot. Other potential flavorants: maple syrup, Irish Cream liqueur, instant espresso powder, fruit purées - use your imagination.