Before you start heating, reserve a small amount of the orange zest for topping, then place the remaining orange zest, the cream, and the sugar in a medium saucepan.
Heat the saucepan over medium heat, whisking occasionally, until the sugar has dissolved and the mixture comes to a gentle simmer.
Keep the mixture at a gentle simmer for about 8–10 minutes, whisking occasionally, until the cream has reduced slightly and thickened enough to coat the back of a spoon.
Remove the saucepan from the heat. Set a fine-mesh strainer over a heatproof bowl and pour the hot cream mixture through the strainer to remove the orange zest, pressing gently on the solids to extract the liquid.
Stir the orange juice and lemon juice into the strained cream mixture until fully combined.
Let the mixture cool to room temperature, then divide it into serving glasses or ramekins. Cover and refrigerate for at least 4 hours, or until set.
Just before serving, sprinkle the reserved orange zest over each posset.