Preheat oven to 350 degrees

In a medium sized bowl, add the egg yolks, the sugar, the corn starch, and the vanilla extract and blend well with a whisk until sugar begins to dissolve and a creamy mixture forms

In a medium sized saucepan, heat the milk with the orange peels and cinnamon stick and bring to a simmer

Using a ladle, slowly pour one scoop of the hot milk into the egg mixture and whisk to blend. Transfer the mixture slowly into the milk and stir until it begins to thicken. Once it thickens, transfer it to a clean bowl through a sieve or strainer to remove any lumps and the orange peels and cinnamon stick. Let the cream cool and while it cools, prepare the phyllo dough

Butter up a muffin tin

Carefully butter one sheet of phyllo and place it on your work surface. Butter another sheet and stack it on top of the first. Cut them into six square pieces. Stack two pieces one over the other to make a star. Place it in the muffin tin hole. Repeat process until all muffin tins holes are filled

Pour the custard into the phyllo dough slowly until it is ¾ of the way full

Place into the oven to bake. Bake until the phyllo is golden brown, about 15 minutes. While it is baking, make the syrup

To make the syrup, add a tablespoon of sugar, a little water to barely cover the sugar, and some orange peel and simmer until sugar is dissolved and it thickens a bit

Once the cups have finished baking, remove them from the oven and brush them with the syrup

Let cool down before serving