Mix the orange and lemon juice with the cornstarch and bring to the boil with the orange peel in a stainless steel saucepan until it sets. Then let cool in a cold water bath while stirring. Carefully fold the yoghurt and the whipped cream into the cream.
Pour the cream into small bowls. Arrange these bowls on large plates. Garnish the plates and the cream with the orange fillets. Serve.