In a medium saucepan, combine the milk, heavy cream, orange zest, and lemon zest (if using). Heat over medium heat until just simmering, then remove from heat and let steep for 10 minutes.

In a separate bowl, whisk together the egg yolks, sugar, and cornstarch until smooth and pale yellow.

Slowly pour the warm milk mixture into the egg mixture, whisking constantly to temper the eggs and prevent curdling.

Return the mixture to the saucepan and cook over low heat, stirring constantly with a wooden spoon, until the custard thickens and coats the back of the spoon (about 5–7 minutes). Do not let it boil.

Remove from heat and stir in the vanilla extract and fresh orange juice. Strain the custard through a fine-mesh sieve into a clean bowl to remove zest and ensure smoothness.

Cover the surface of the custard with plastic wrap to prevent a skin from forming. Chill in the refrigerator for at least 2 hours before serving.

Serve cold in small ramekins or dessert cups, garnished with additional orange zest if desired.