6 handsome oranges (choose seedless oranges if possible, but any will do, with the exception of Seville oranges, provided you remove the pips)
1 saucepan large enough to serve as a bain-marie for the bowl
4 little fireproof cocottes
Peel one orange very thinly with a potato peeler. Cut the ribbons of peel into tiny julienne strips either with scissors or a knife. Blanch this julienne for 2–3 minutes in a small saucepan containing 6–7tablespoons boiling water. Drain in a sieve and refresh under cold running water for a minute. Put on one side.
Peel all the skin and pith from the other oranges leaving them completely nude. To do this use a very sharp knife, taking care to cut away every scrap of white pith and membrane as this gives the fruit a bitter taste. Divide the orange into segments, cutting against the fine inner membranes and holding the orange over a bowl as you do so, to catch the juice. Put the orange segments in a bowl, sprinkle them with 3tablespoons of sugar and put them in a cool place.
Put the egg yolks, caster sugar, 4tablespoons of orange juice and the tablespoons of whipping cream into a bowl and put the bowl over the bain-marie (saucepan of water). Put the pan over a low heat and whisk until the mixture becomes light and frothy.
Remove the bowl from the bain-marie and add the julienne of orange peel to the egg yolk and cream mixture. Divide the orange sections between four cocottes and spoon the egg yolk and orange mixture over the top.
Turn on the grill and let it get as hot as possible. Then put the dishes underneath to give the cream a light golden glaze. This should be done a few moments before serving.