In a saucepan, combine the cream, half the sugar, the orange zest, thyme and cinnamon stick. Whisk to combine. Bring the mixture to a boil, then remove from the heat and let cool. (This will infuse the cream with all the aromatics.)
Whisk together the egg yolks, remaining sugar and vanilla in a large bowl until it becomes a homogeneous mixture. Slowly strain the cooled infused cream into the egg mixture and whisk to combine.
Arrange 4 wide, flat 6-ounce ramekins (with 1-inch sides) in a large baking dish or roasting pan. Carefully fill the ramekins with the custard mixture. Add hot water to the pan to come halfway up the sides of the ramekins.
CAREFULLY place the pan in the oven and bake until the custard is set around the edges and slightly jiggly in the center but not liquid, about 35 minutes.
Remove the pan from the oven, remove the ramekins and chill the custards completely, at least 1 hour.
Dust the top of each custard with an even layer of sugar and burn the sugar with a blowtorch. The sugar will harden, turn brown and become crunchy. Torch the custards just before serving.