Put the milk, orange, lemon peel and cinnamon in a saucepan. (if using a vanilla pod split it lengthways and add this too, then gently bring to a 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.
After 15 minutes pass the milk through a sieve and discard the peel, etc. then return the milk to the pan and place over medium heat.
Add the egg mixture, whisking continuously for about 6-8 minutes, or until it begins to thicken and coats the back of a spoon.
Remove from the heat and pour into individual ramekins or terracotta bowls.
Cover each terracotta bowl with oven paper or film to prevent a skin from forming, and let it cool before placing it in the fridge.
To serve, remove the film, and sugar on top of each Crema Catalana and caramelize using a blowtorch. then serve immediately!