Wash the orange, dry it and finely grate the peel. Halve the orange and squeeze out one half. Caramelise 150 g sugar, 4 tablespoons orange juice and half the orange peel in a pot until golden. Immediately put them into six ovenproof moulds (approx. 175 ml each) and let them get firm.
Preheat oven (electric cooker: 150 °C/circulating air: 130 °C/gas: see manufacturer). Heat cream and milk (do not boil!). Mix eggs, egg yolk, 125 g sugar and the rest of the orange peel. Put the biscuits in the freezer bag, close the bag and crumble the biscuits finely with a dough roll. Mix with the cream milk and add to the egg mixture. Fill into the moulds and place on the fat pan (deep baking tray) of the oven.
Push the fat pan into the oven. Pour on so much hot water until the moulds to 2⁄3 are in the water. Leave in the hot oven for 40-50 minutes. Take out and let it cool down. Cover and leave to cool for at least 2 hours. Turn out just before serving.