Pour the milk into a medium saucepan and add the sugar and salt.
Grate the zest of the oranges directly into the milk. Warm gently, then remove from heat, cover, and let steep for one hour.
When ready to cook the custard, make an ice bath by putting ice cubes and a small amount of cold water into a large bowl and resting a smaller metal or glass bowl in the ice. Set a fine mesh strainer over the top.
Whisk the yolks in a separate small bowl.
Gently rewarm the milk, then slowly pour it into the egg yolks, whisking constantly as you pour. Scrape the mixture back into the saucepan and cook over moderate heat, stirring constantly with a heatproof spatula, until the custard begins to thicken and coats the spatula.
Immediately strain the custard into the bowl set over ice, pressing the zest in the strainer to extract as much flavor as possible, then discard.
Stir the custard until cool. When the crème anglaise is cooling, grate a few swipes of fresh orange zest into the custard, which looks nice and adds a touch more orange flavor. If you’d like, add a spoonful of orange-flavored liqueur, such as Cointreau or Grand Marnier, or a few drops of orange oil, to augment the flavor.