Simpler than it looks, really luscious, yet light. Do try to add at least one blood orange--not for taste, but for the beautiful color. By way of the LA Times.
In a small heat-proof bowl, combine the egg yolks, sugar, orange juice, rum, lemon juice and orange zest and stir to combine with a whisk.
05Place the bowl over a small pan of simmering water, like a double-boiler, and continue stirring with the whisk; the mixture will foam a little, then turn pale and finally thicken after about 3 to 5 minutes.
06When the mixture is thick enough that the whisk leaves tracks in it, remove the bowl from the heat, whisk rapidly to cool it down, and pour it through a fine strainer into a clean bowl.
07Cover with plastic wrap and refrigerate (the dish can be prepared to this point up to 8 hours in advance and refrigerated separately).
08When almost ready to serve, beat the whipping cream with a balloon whisk until it forms stiff peaks.
09Stir the egg mixture to loosen it, adding any orange juice that has collected in the bottom of the baking dish.
10Gently fold the egg mixture into the whipping cream.
11Sprinkle the oranges with the powdered sugar and stir to combine.
12Spoon the egg mixture over the oranges in a haphazard pattern (there won't be enough to completely cover the fruit, so don't worry).
13Sprinkle with the slivered almonds and place the baking dish under a cold broiler as close to the flame as possible.
14Turn on the broiler and heat just until the gratin puffs and browns, about 4 to 5 minutes.
15Alternatively, you can brown the top with a creme brulee torch. Serve immediately.