Slice the tops and bottoms off the oranges. To fillet the oranges, sit them on a board. With a small sharp knife, cut downwards to remove the skin and pith. Hold the orange over a bowl and remove the fillets by slicing in between the white pith. Remove the pips. You should be left with an orange ‘skeleton’. Put the fillets in the bowl and squeeze out the remaining juice from the skeletons, then discard the skeletons.
To make the orange confit, put the ingredients in a small saucepan and simmer for 7–8 minutes, until a jam forms.
To make the sauce, put all the ingredients in a saucepan and pour in the juice from the orange fillets as well. Boil until thickened and reduced.
To make the sabayon cream, put the gelatine in a small bowl (you can snap the leaf if necessary), cover with cold water and leave it to soften completely. Put the whole egg, egg yolks and sugar in a heatproof bowl over a saucepan of simmering water, making sure the bottom of the bowl isn’t touching the water. Whisk constantly for about 12–15 minutes or until the mixture is thick and fluffy.
Squeeze out all the water from the gelatine with your hands and whisk the gelatine into the sabayon cream, making sure it is well incorporated. Now whip the cream to soft peaks and fold this into the sabayon. Leave in a cool place, even in the fridge, until you are ready to use it.
To serve, place a filo rectangle on each plate. Add a good dollop of sabayon cream, a few orange slices, another layer of filo, more sabayon and orange segments and a final layer of filo. Scatter a few orange segments around the plate, drizzle with sauce, dust the top with icing sugar and serve.