In a medium, heavy saucepan, combine the milk, sugar, vanilla bean pods and seeds, orange zest and juice. Bring to a gentle boil over medium heat, whisking to dissolve the sugar. Remove from the heat.
In a medium bowl, whisk together the egg yolks and cornstarch until pale yellow, about 2 minutes. Slowly add 1/2 cup of the hot milk mixture to the egg yolks, whisking constantly until smooth. Add the egg yolk mixture to the pan of hot milk and whisk to combine. Return to medium heat and cook, stirring constantly with a heavy wooden spoon until the mixture thickens enough to coat the back of a spoon, about 3 minutes.
Remove from the heat and strain into a clean container, scraping the bottom of the strainer with a spoon. Discard the vanilla bean or rinse and reserve for another use. Cover with plastic wrap, pressing down against the surface to prevent a skin from forming. Refrigerate until well chilled, about 3 hours, before using.
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