Combine the lemon juice, orange juice, lemon zest, and orange zest. Set aside.
Mix the cornstarch into the sugar. Beat the eggs and the sugar mixture for a few seconds (just to combine) in a heavy saucepan made of stainless steel or another noncorrosive material; do not use aluminum. Add the juice and zest mixture, then the butter and heavy cream.
Bring to the scalding point, stirring constantly, over medium heat; do not boil. Strain immediately. Use hot, as directed in individual recipes, or cool. Store, covered, in the refrigerator for up to 3 weeks.