Put the milk, orange and lemon zest and cinnamon in a saucepan. Split the vanilla pod lengthways and add this too, then gently bring to the boil.
Remove from the heat and allow to infuse for 15 minutes.
Meanwhile, whisk the egg yolks with the sugar and cornflour until pale and creamy.
Pass the milk through a sieve and discard everything else, then return the milk to the pan and place over a medium heat.
Just before it reaches boiling point, slowly add the egg mixture, whisking continuously for about 7 minutes, or until it begins to thicken and coats the back of a wooden spoon.
Remove it from the heat and pour into individual dishes or ramekins.
Cover each serving with a disc of greaseproof paper to prevent a skin from forming, and let it cool before placing in the fridge.
To serve, remove the greaseproof paper, sprinkle 1 tablespoon of sugar on top of each crema and caramelise using a blowtorch. Alternatively, place the sugared cremas on a tray under a preheated gas grill for a few minutes, until the sugar turns dark brown. Allow the sugar to harden, then serve immediately.