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1
Pour the milk into a saucepan and set over medium heat. Add the cinnamon stick. When the milk is warm but not yet simmering, zest the lemon and orange directly over the pan so the expressed essential oils fall immediately into the liquid. Allow the milk to approach a gentle simmer, then remove from the heat and leave to infuse until the cinnamon scent is clearly present in the steam — approximately 10 minutes.
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2
In a bowl, whisk the egg yolks with the custard portion of the caster sugar until the mixture is pale and uniform. Sift in the cornstarch and whisk until no lumps remain. The mixture should fall from the whisk in a continuous, smooth ribbon.
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3
Remove the cinnamon stick from the infused milk. Pour the warm milk onto the yolk mixture in a slow, steady stream, whisking constantly to prevent the yolks from scrambling. Return the combined mixture to the saucepan over low to medium heat and stir continuously with a wooden spoon or heatproof spatula, reaching into the corners of the pan. This is the step on which the dish lives or dies: the cornstarch thickens the custard while still warm, and if the heat is too high or stirring lapses, the custard will scramble; if the heat is too low or the custard is pulled too early, it will not set. Continue until the custard is thick enough that a line drawn through it on the back of the spoon holds clean and does not flood.
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4
Divide the custard immediately among four individual terracotta dishes. Allow to cool to room temperature, then refrigerate until set. Before serving, bring the dishes to cool-room temperature — the custard should not be fridge-cold.
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5
Immediately before serving, sieve a thin, even layer of white refined caster sugar over each custard — no more than 3 mm deep. Caramelise with a red-hot salamandra iron or a blowtorch in one steady pass. The crust is ready when it is uniformly amber and sounds hollow and glassy when tapped lightly with a spoon. Serve at once: the crust absorbs moisture within minutes and will lose its crunch.