Infuse Your Cream: Combine heavy cream and vanilla in a saucepan and heat over medium until it comes to a simmer, then remove from the heat. Cover and set aside to cool for 30 minutes to 1 hour before cooking
Wash the blood oranges; using a microplane grater, zest 1-2 of the oranges to yield 1 tablespoon of zest
Cut the blood oranges in half long ways, then hollow them out using a paring knife and spoon, setting the pulp aside in a bowl. Juice the pulp (I recommend putting the pulp into a blender and blending that, then straining the juice from the pulp bits)
Heat the infused heavy cream, sugar, and blood orange zest in a sauce pan over medium heat until the mixture comes to a simmer/light boil; simmer for about 5 minutes
Cut the heat and whisk the freshly squeezed blood orange juice into the cream mixture
Transfer the liquid into the blood orange peel halves and let sit at room temperature for 30 minutes, then place them in the fridge to finish setting for 3-4 more hours
