Preheat the oven to 100ºC. Heat the yoghurt to the boiling point. Blend together the egg yolks, the sugar, the cinnamon and the zest of one orange. Add the yoghurt, stirring carefully. Transfer the mixture to oven-proof serving dishes and bake in the preheated oven for 60 minutes. Take out of the oven and set aside to cool down. Sprinkle with the sugar and scorch the top with a kitchen blowtorch or similar.