Pineapple Layer: Mix first 3 ingredients in saucepan; add pineapple juice.
Cook and stir till thick and clear.
Add peel and lemon juice.
Pour into six 6 ounce custard cups.
Cheesecake Layer: To cream cheese, add eggs, one at a time, beating smooth after each.
Add sugar and salt.
Stir in milk and vanilla.
Spoon over Pineapple Layer.
Sprinkle with pecans.
Bake in slow oven (325Â°) 25 minutes or till set around edge.