Blend the zest and caster sugar to a fine powder in a food processor.
Put the orange zest and caster sugar mixture into a saucepan, add the milk and warm together, occasionally stirring, until just below simmering point. Switch off the heat, cover with a lid and leave to infuse for at least one hour.
Put the granulated sugar into a heavy-based saucepan and add 3-4 tablespoons of cold water. Bring to a simmer and cook slowly until the sugar has turned to a richly coloured caramel.
Pour the caramel into the base of the four dariole moulds and set aside to cool.
Preheat the oven to 150C/300F/Gas 2.
Put the eggs and yolks into a roomy bowl, beat together lightly and then strain over the orange-infused milk. Gently beat the mixture together until well combined. Remove any froth from the surface with a spoon and strain the mixture to make it smooth.
Ladle the mixture into the caramel-lined moulds and fill to the brim. Place them into a deep roasting tin and fill with hot (not boiling) water, so that it rises up the outside of the molds by about three-quarters of the way up. Carefully place the tin into the oven and loosely lay a sheet of tin foil flat over the surface of the moulds, but don't secure it down. Bake in the oven until the custards are just set (about 40 minutes) - lightly press a finger on the surface, or give them a little shake; they should gently wobble.
Remove from the oven, take out from the roasting tin and leave to cool. Cover each mould with a small sheet of clingfilm and chill in the fridge for at least two hours.
To unmould, run a small knife around the edge of the custard and upend onto individual, shallow dishes.