Place 1 - 2 inches of water in the bottom of a double boiler. Or, create a double boiler out of a heat-safe bowl set over a pot of water.
Bring the water up to a boil over high heat.
Once boiling, lower the heat to a simmer.
In the top of the boiler (or your bowl), place the egg yolks, whole egg, sugar, zests, juices, and salt. Whisk until completely blended.
Whisk continually until the mixture thickens, coating the back of a spoon. If necessary, you can turn up your heat slightly if the mixture is not thickening. The curd will thicken more when it is chilled.
Remove the pan from the heat. Add the butter to the hot curd. Whisk to melt the butter and combine well.
At this point, you can press the curd through a fine-mesh sieve to remove the zest and any egg that may have been cooked. I prefer this method, but it is not necessary.
Pour the curd into an airtight container or a bowl (see Notes) with plastic wrap over the top, touching the entire surface of the curd, to prevent any “skin” from forming.
Refrigerate for 6 hours or overnight.