Heat the milk and cream with the lemon zest, orange zest and cinnamon stick over medium heat until just simmering. Remove from heat, cover and infuse for 15 minutes. Strain.
Whisk the egg yolks, sugar and cornflour together until pale.
Gradually pour the warm infused milk into the egg mixture, whisking constantly.
Return to the saucepan over low heat and cook, stirring continuously, until the custard thickens to a thick, creamy consistency.
Pour into 6 shallow cazuela dishes or ramekins. Cool, then refrigerate for at least 3 hours until set.
Just before serving, sprinkle 1 tbsp caster sugar evenly over each custard. Caramelise with a kitchen blowtorch until the surface is a crackly amber caramel.
Serve immediately.
