Add the milk and orange juice to a saucepan. Whisk in the sugar and cornstarch until dissolved. Whisk in the egg yolks and orange zest.
Place over medium heat and bring to a gentle simmer, whisking frequently until thickened. Stir constantly to prevent sticking. If it begins to bubble too vigorously, reduce the heat. The custard will thicken further as it cools.
Divide evenly among four 4-ounce (150 ml) dessert bowls. Refrigerate until set.
Remove the filling from the Oreo cookies and add the cookies to a blender. Blend until finely crumbled.
Serve the custard topped with the Oreo crumbs and finish with an edible flower.