Whisk the cream to medium peaks and set aside.

Add the egg yolks, sugar, orange juice and lemon juice into a medium size bowl. Whisk the mixture to ribbon stage (approximately 180F (82C) over a bain marie, a pot of simmering water.

Ribbon stage is achieved when you lift the whisk out of the bowl and the batter falls back onto the surface in a thick, continuous stream, resembling a ribbon.

Remove the bowl from the bain marie, add the orange zest and whisk the mixture until it has cooled down.

Pass the mixture through a fine sieve into a clean bowl.

Using a rubber spatula, gently fold the whipped cream into the mixture to create the custard.

Pour into a clean bowl, cover with plastic wrap and refrigerate until use.