Step 1: Set up your grill for indirect grilling and preheat to medium (350 degrees).
Step 2: Combine the cream, vanilla bean, cinnamon stick, and lemon zest in a heavy saucepan and cook at the gentlest possible simmer for 5 minutes. Remove the pan from the heat and let the cream cool to room temperature.
Step 3: Meanwhile, combine the egg yolks, egg, and sugar in a large bowl and whisk just to mix. Whisk the cooled cream into the yolk mixture. Strain this mixture into the crème brulee dishes or ramekins.
Step 4: Place crème brulee molds in a roasting pan. Add enough boiling water to the pan to come 1/4 inch up the side of the molds. Place the pan on your grill. Toss the wood chips on the coals.
Step 5: Indirect grill the crème brulees until just set, about 20 minutes. (To test for doneness, tap one of the dishes. The mixture should wiggle, not ripple, indicating the custard is set.) Transfer the crème brulees to a rack to cool to room temperature, then refrigerate until thoroughly chilled.
Step 6: Just before serving, set up your grill for direct grilling and preheat to high. Heat the crème brulee iron screaming hot in the embers or on the grill grate. It is important that the iron be very, very hot, or the sugar will cling to it instead of caramelizing.
Step 7: Sprinkle a thin layer of sugar (you’ll need about 1 tablespoon) on top of each crème brulee. Lower the iron onto the crème brulee just long enough to harden and caramelize the top. This will take about 20 seconds. Serve at once.