Gently warm the milk over a medium-low heat in a small saucepan with the pieces of orange and lemon peel and the cinnamon stick to infuse it.
Meanwhile, whisk together the egg yolks, sugar and corn starch (corn flour).
Take the lemon and orange peel and cinnamon out of the milk. Gradually add the egg mixture into the warm milk, whisking as you go to ensure you don't get scrambled egg lumps. I usually take it off the heat to do this to help avoid heating the egg too much.
Put the pan back on a low heat and warm, stirring constantly until it is just thickening.
Pour into individual ramekins (or ceramic dish), let cool then refrigerate at least 4 hours, or overnight. I'd recommend covering with cling wrap against the surface to avoid it forming a thick skin.
When ready to serve
Sprinkle fine sugar evenly over the top then melt the sugar either with a blowtorch or under a broiler (grill) to form a sugar crust.
Notes
Note if you have any lumps in the mixture, you can strain it through a fine sieve as you pour into the ramekins/dish.