Grate the zest of all the oranges, taking care to take only the orange zest but none of the white pith. Squeeze the juice from the oranges until you have 2 1/2 cups of juice, and reserve the other oranges for another use. Combine the orange juice with the lemon juice and set aside.
In a medium, heavy saucepan, combine the cream, half and half, and orange zest and bring to a boil over medium high heat. Remove from the heat.
In a large mixing bowl, combine the egg yolks and sugar and whisk until the mixture is pale yellow and thickened. Whisking all the time, pour in the hot cream mixture. Whisk until well combined and then stir in the citrus juices and vanilla. Strain into a large, flat container and chill until cold. Freeze in an ice cream maker according to the manufacturers instructions. Store in the freezer for up to 2 days, if desired.
c.1997, M.S. Milliken & S. Feniger, all rights reserved