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Mix the cornstarch with the water until fully dissolved, and set aside.
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In a small saucepan over medium heat add the milk, cinnamon stick, and orange zest. Stir and bring the mixture to a simmer, cook for 8-10 minutes.
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Remove from heat.
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In a separate bowl beat the eggs with the sugar until light and creamy.
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Add the heavy cream and continue to beat until fluffy and airy. After that, add the cornstarch slurry,, and beat until fully combined.
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Slowly and gradually, pour the hot milk mixture over the egg mixture, stirring constantly until fully incorporated.
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Return the mixture to the saucepan over medium-low heat and cook for about 10 minutes or until thickened.
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Pour into shot glasses and refrigerate for 3-4 hours before serving.