Forget what you know about rice pudding – and don’t even think about comparing this to what’s sold in supermarkets or your local deli. Orange zest, real vanilla bean, and a whole cinnamon stick are the stars of the dish and can turn plain rice into a distinctive dessert.
In a medium saucepan, bring 1 cup of water and cinnamon stick to a boil. Add rice and boil for 1 minute. Scrape seeds from bean and add seeds and bean to rice. Cover tightly, reduce heat to low, and cook for 25–30 minutes until rice is tender and just a small amount of water remains. Remove cinnamon stick and vanilla bean. Add orange zest and milks. Simmer, stirring frequently so bottom does not burn, until milk has reduced and mixture is creamy with liquid still remaining. Serve warm or chilled.