Prepare the jelly the previous day (if time does not permit, use commercial gelatin in the recipe, following instructions on the package for quantity, dissolving it in ½ cup water and augmenting the quantity of orange juice in the recipe by ½ cup).
Soak the foot in cold water for several hours. Cover generously with cold water, bring to a boil, simmer for 8 or 10 minutes, drain, rinse well, and return to a clean saucepan, cover with 5 cups water, return to a boil, skim, and cook, covered, at a bare simmer for about 7 hours. Strain the liquid through a sieve, refrigerate overnight, and cleanse the surface of all traces of fat, wiping it finally with a cloth dipped in hot water and wrung out.
Heat enough to melt and add the sugar, cinnamon, orange and lemon peels, and the juices. Beat the egg white and the white wine together in a large mixing bowl, pour in slowly the other mixture, whisking all the while, pour back into the saucepan, bring to a boil, still whisking, and leave at a simmer, whisking from time to time, for about 15 minutes. Strain through a tightly woven cloth (dish towel, section of sheet . . .) lining a sieve.
Combine the milk, sugar, salt, orange peel, and butter in a saucepan, bring to a boil, remove from the heat, and leave to steep until tepid. Discard the orange peel, add the parboiled rice, return to a boil, and leave, covered, over very low heat (or in a slow oven), without disturbing it, for ½ hour. The milk should be completely absorbed; should any remain, strain it off and discard it. Stir in the egg yolk and leave the rice until nearly cool. Stir in the orange juice and the cup of gelatin.
Whip the cream until semifirm but not stiff (the dessert will be dry and cottony if the cream is whipped stiffly), fold it and the rice mixture thoroughly together, and pour into a lightly oiled mold. Tap the bottom smartly against the tabletop a couple of times to settle the contents and refrigerate for 5 or 6 hours—or overnight.
Cook the blanched juliènne of orange and lemon peel in the sugar and water at a gentle simmer until a nearly complete reduction, the juliènne being coated with a thick syrup.
Unmold the bavarian rice just before serving and decorate the surface with the candied juliènne.