Place peel, sugar and water into Thermomix bowl and bring to a boil for 5 min/100ºC/Reverse/speed 1.
Cool slightly. Remove lemon peel.
Add vanilla and coconut milk and blend 10 sec/speed 4.
Pour into ice cube moulds and freeze until solid.
Remove frozen cubes and blend 1-2 min/speed 8 with the aid of the spatula.
Serve immediately or refreeze until use.