Make the sugar syrup by putting the water and sugar in a pot on the stove to boil. Add the juice and rind of 1 orange, boil until you get a thickened sugar syrup. Leave it to cool. Make the cream by putting the milk and sugar in another pot. Grate in the rind of the other orange, put it on the stove and stir until the sugar melts.
Beat the eggs in a bowl and pour in some of the milk in a thin trickle, stirring energetically. The goal is to equalize the temperatures, so that when you place the eggs in the mixture they don't become an omelette.
Once the milk comes to a boil, lower the stove to a medium temperature, add the semolina, boil several minutes until semi-thickened and pour the egg mixture in a thin trickle carefully, stirring constantly.
Boil until you get a thick cream. Finally, add half the butter, stir, it will melt from the heat, add the vanilla and remove from the stove. Leave it to cool briefly. Melt the rest of the butter.
Divide the phyllo pastry into 2 equal piles. Butter a rectangular oven dish and put in a phyllo pastry sheet, smear it with butter, put in another, smear it with butter also and repeat until you run out of phyllo pastry sheets in the first pile. Sprinkle with powdered sugar if desired. Pour in all of the cream on top and even it out, so it covers it evenly everywhere.
Repeat the process with the remaining phyllo pastry sheets on top, buttering each one, including the last one. Take a sharp knife and carefully make slight incisions to cut it up into servings and put it in a preheated 392°F (200 °C) oven to bake for 20-30 min. until golden.
Take the pie out and cut out pieces along the incisions. While it's still warm, pour the cooled sugar syrup over it. Let it cool and put in the fridge for 12 hours to syrup well.