Rub the peel off the orange and squeeze out the juice. Bring the milk to the boil and stir in the rice, salt and orange peel. Add the whole of the vanilla pod, halved lengthways and scraped out. Cover the rice and cook it al dente over a very gentle heat for about 20-25 minutes.
Preheat the oven to 225 °. Beat eggs, sugar, orange juice (approx. 75 ml) and orange blossom water until creamy. Gradually stir in the cooked rice mixture. Fill into 4 ovenproof portion molds and bake in the oven for approx. 5 - 10 minutes until the surface is golden brown.
Serve the gratin lukewarm or cold with a filleted orange or orange compote.