Place a rack in the center of the oven and preheat to 350 degrees F. Butter a 9 by 12 inch pan and set aside.
To make the crust: Combine the graham cracker crumbs, melted butter, zest and sugar. Press into the prepared pan, pressing the crust mixture one inch up the side of the pan. Bake for 7 minutes. Allow to cool completely.
To make the filling: Put the sweet condensed milk in a bowl and beat with an electric mixer on medium speed, about 2 minutes. Add the egg yolks, lime, lemon juice and zest. Beat until smooth, about 1 minute.
Turn off the mixer and scrape down the sides of the bowl with a rubber spatula. Pour the filling over the baked crust, spreading evenly.
Bake for 15 minutes, or until just set. Transfer the pan to a wire rack and let its cool to room temperature, then refrigerate for at least 2 hours. Cut into bars with a sharp knife.