Preheat oven to 350°. In a large bowl, combine milk, eggs and crackers; let stand 5 minutes, stirring often. Stir in celery, tuna, onion, pepper and salt. Pour tuna mixture into well-greased 10 x 5 x 3-inch loaf pan. Bake tuna loaf for 1 hour, or until knife inserted in center comes out clean. Cool slightly. About 15 minutes before serving, prepare Cucumber Sauce. In 2-quart saucepan, simmer cucumbers in 1 cup water until tender-crisp. Drain. Add water to liquid to make 1/4 cups; set aside. In same saucepan over medium heat, melt butter or margarine; add flour. Stir until smooth. Slowly add reserved liquid. Cook, stirring, until thickened. Add salt, lemon peel, juice and cooked cucumber; cook just until boiling. In small bowl, beat egg yolks slightly; stir in some hot liquid. Slowly add mixture to pan. Cook, stirring, until thickened (do not boil). Loosen loaf from pan; invert onto platter. Pour on some sauce; garnish. Pass remaining sauce.