1. In a medium saucepan, heat cream, milk, and sugar over medium heat, stirring constantly, until mixture is hot but not boiling.
2. In a separate bowl, whisk egg yolks until light and fluffy.
3. Gradually add hot cream mixture to egg yolks, whisking constantly.
4. Return mixture to the saucepan and cook over low heat, stirring constantly, until mixture thickens and coats the back of a spoon.
5. Remove from heat and stir in vanilla and orange zest.
6. Pour mixture into a shallow dish and cool completely.
7. Once cooled, churn in an ice cream maker according to manufacturer's instructions.
8. Serve immediately or store in the freezer until ready to serve.