Preheat your oven to 325°F (160°C). Place four small ramekins in a baking dish.
Whisk together the egg yolks, Dijon mustard, lemon zest, and cayenne pepper in a medium bowl until smooth.
Slowly add the heavy cream, whisking to combine.
Season the mixture with salt and black pepper.
Gently fold in the lump crab meat, being careful to maintain the integrity of the pieces.
Divide the mixture evenly among the ramekins.
Place the baking dish with ramekins in the oven and pour hot water into the dish until it reaches halfway up the sides of the ramekins.
Bake for about 25 minutes, or until the custard is set but still slightly jiggly in the center.
Carefully remove the ramekins from the water bath and let them cool for a few minutes.
Sprinkle each ramekin with 1/2 tbsp. of panko breadcrumbs and 1/4 tsp. of grated Parmesan cheese.
Using a culinary torch, carefully brûlée the top until it’s golden and crispy.
Garnish with a sprinkle of chives and a light dusting of sugar, if desired. Serve warm.