In a medium saucepan, combine milk and orange zest. Bring to a gentle boil, cover, and remove pan from heat. Let steep 30 minutes.
In a small saucepan, cook orange juice over medium-low heat until reduced by three-fourths, 30 to 40 minutes. Remove pan from heat, and let orange syrup cool completely.
Combine egg yolks and sugar in the bowl of an electric mixer fitted with the paddle attachment. Cream at medium-high speed until very thick and pale yellow, 3 to 5 minutes. Return milk to a simmer.
Add half of warm milk to egg-yolk mixture; whisk until blended. Return new mixture to saucepan. Cook over low heat, stirring constantly, until thick enough to coat back of a wooden spoon.
Have ready an ice-water bath. Remove saucepan from heat; immediately stir in cream. Pass mixture through a sieve set over a medium bowl. Place bowl in ice-water bath; chill. Stir in orange syrup.
Freeze in ice-cream maker according to manufacturer's instructions.