Combine the milk, citrus peels and cinnamon in a heavy-based saucepan. Place over a medium heat and bring just to the boil, then remove from the heat and leave to infuse for 1 hour. Once cool, strain the milk through a fine sieve, discarding the solids.
Mix the cornflour with a couple of tablespoons of the milk to make a paste. Reheat the remaining milk to a simmer, add the cornflour and whisk to create a smooth sauce.
Beat the egg yolks and caster sugar until thick and pale, then whisk in a third of the thickened infused milk. Put the mixture into a clean heavy-based saucepan and cook over a low heat, stirring continuously, for about 5 minutes, until the mixture is a rich thick custard and coats the back of a wooden spoon (if you are using a temperature probe, this is once it gets to 80°C).
Cool slightly, then strain into a jug. Pour the custard mixture into 4 shallow ramekins and refrigerate until set; this should take between 2-3 hours.
Scatter the demerera sugar over the custard. To caramelise the sugar, the easiest option is to use a blowtorch and melt the sugar until bubbling and golden. If you don’t have one, place the custards under a very hot grill until the sugar is bubbling and golden – keep an eye on them to make sure they do not burn. Serve immediately.