In a saucepan, combine the milk, heavy cream, cinnamon stick, orange peel, lemon peel, and sugar. Heat until the milk just begins to boil, then remove from heat and let cool.

Place the sliced bread in a tray and pour the strained milk mixture over it (remove the cinnamon stick, orange, and lemon peels). Let the bread soak, turning it so both sides absorb the liquid.

Once the bread is well soaked, dip each slice in beaten eggs (in a separate bowl), then fry in hot oil until golden brown on both sides. Transfer to paper towels to drain excess oil.

After frying all the bread, coat each piece in a mixture of sugar and cinnamon. Let cool and enjoy!