Heat 1 cup of the milk with the cinnamon and vanilla. Mix the rest of the milk with the starch. Beat the egg yolks with the sugar, add the milk and starch.
Grate the orange rind finely and add it to the egg yolk mixture. Take out the cinnamon from the milk. Pour the egg yolk mixture in a thin trickle into the warm milk while stirring.
Put the cinnamon back in and heat the mixture on the stove while stirring nonstop until thickened. Remove from the stove, take out the cinnamon once again. Distribute the mixture into bowls and leave it to cool.