Place tapioca in a medium mixing bowl along with the water, cover, and let stand overnight.
Drain water from tapioca. Place the tapioca into a slow-cooker along with the milk, heavy cream, and salt. Cook on high for 2 hours, stirring occasionally.
In a small bowl, whisk together the egg yolk and sugar. Temper small amounts of the tapioca into the egg mixture until you have added at least 1 cup. Add the tempered egg mixture back into the remaining tapioca in the slow-cooker. Add the lemon zest and stir to combine. Cook for an additional 15 minutes, stirring at least once. Transfer the pudding to a bowl and cover the surface with plastic wrap. Allow to cool at room temperature for 1 hour, and then place in the refrigerator until thoroughly chilled.