Place the milk, lemon peel, orange peel (keep them whole so you can remove them easily), and cinnamon stick in a saucepan.

Bring to a boil and let simmer for 2 minutes. Turn off the heat, cover, and let steep. First, let it cool to room temperature, then refrigerate overnight.

The next day, remove only the cinnamon stick (so it doesn't break apart when stirring) and heat the milk over medium-low heat.

When the milk is hot, add the rice directly and start stirring. Cook over very low heat, stirring constantly to release the starch, for about 50 minutes.

Once the mixture is creamy, remove the citrus peels and add the sugar and anise liqueur. The pudding will become a bit more liquid, but it will thicken as it cools. Continue cooking and stirring for another 5–10 minutes.

Let cool uncovered so a thin crust forms. Once cooled, cover with aluminum foil or plastic wrap and refrigerate until ready to serve. They keep well in the fridge for a couple of days, but 2 hours is enough to chill them perfectly.

When ready to serve, heat a brûlée torch or burner, sprinkle sugar on top, and caramelize it.

Sprinkle ground cinnamon on top to taste.