Add lemon peel, orange peel, and cinnamon stick to milk and slowly bring to a boil.
Mix egg yolks and sugar together until incorporated.
Mix corn starch with just enough water to dissolve and add to eggs and sugar.
Once milk is brought to a boil, reduce heat to low and remove peels and cinnamon stick.
Slowly whisk egg and sugar mixture into hot milk, pouring slowly to ensure eggs do not scramble.
Continue whisking until mixture thickens, then pour into desired dish.
Let cool for 4 hours, or for better results, overnight.