Making lemon oil from vodka

It appears that you made some type of lemon extract, as opposed to a lemon oil. Probably good, but not lemon oil. There are two ways I know of to infuse flavor into oil. Both involve starting with oil...either a neutral oil or an olive oil. First is to heat the oil with the desired flavor product, thus extracting the flavor into the oil. The other, does not require heat and, therefore, protects the quality of the oil (such as with an olive oil that my be destroyed by heat). That is to use an isi-type whipping canister. Here is the process: http://www.starchefs.com/product_education/iSi/whipper/html/recipe-lemon-infused-extra-virgin-olive-oil-dave-arnold.shtml

I am just now trying the whole "essential oil made at home" thing, so came across your post, and thought I would add a couple of things (even though your post is old):
(1) try putting the remaining "oil" in the freezer to see if the natural oil that was extracted from the lemon rind will separate further from the rest of the liquid (be it vodka or water, or both) - this would be closer to the "essential oil" of the lemon itself;
(2) the post that says that to make lemon oil you must start with oil is basically not talking about essential, or extracted, lemon oil, but rather the author is talking about infused oil (taking an already existing oil and infusing it with the oil or extract of a plant) - this is very different from the "essential" oil of the lemon itself, which is what you seem to be trying to create.

Almost all, if not all, plants have their own natural oils, which can be extracted in several ways, so that you have JUST the oil of that plant, which is called "essential" - the best method is distillation, but it takes a distiller, A LOT of plant material, A LOT of skill and patience to do at home, and A LOT of time - these "essential oils" of plants are what you can purchase in little, dark, glass bottles at health stores, and the reason they cost a pretty penny is because proper distillation, which keeps all of the integrity of the plant oil intact, takes that aforementioned professional equipment, tons of plant material, skill & patience, and time ...

All that said, I plan to try my hand at making my own distiller at home which promises to yield a water/oil mixture which then, once fully cooled, can be decanted for the essential oil (which should sit nicely atop the cooled water). You can find some ideas on how to make your own distiller with basic kitchen equipment on e-how (steel steamer pot, glass bowl to fit inside steamer, large steel bowl to seal the top of pot and in which ice is continually replenished to liquify the steam-oil that boils up through the steamer).

Happy extracting/distilling/infusing! :-)