Yes you can! However, if you do skip the sieve, you may have tiny bits of egg in the curd along with the zest. A precaution you can take if you’d like to skip the sieve and keep the zest, is to cook the curd in a double boiler instead of directly in the sauce pot. The double boiler method can take a bit longer, but because of the less direct heat, you run a lesser risk of overcooking and having cooked egg bits.