Make sponge cake in 2 layers. Cool.
Combine milk, vanilla extract, cinnamon, lemon peel and salt in a saucepan, and bring just to boiling point. Remove from heat. Mix sugar and cornflour together in the top of a double saucepan. Add egg yolks and blend well. Gradually stir in the scalded milk, and cook over hot water, stirring constantly, until mixture is smooth and thick. Remove from heat. Cool. Remove lemon peel.
At least 2 hours before serving: place 1 cake layer in a serving dish; sprinkle with rum and orange juice, and cover with about two-thirds of the cooled custard mixture. Top with second layer; sprinkle with Kirsch and pour over remaining sauce. Chill.
Just before serving, remove from refrigerator and sprinkle with finely grated chocolate and orange peel.