Whip all the ingredients for the vanilla cream until it holds together without being stiff. Refrigerate for about 2 hours, until set.
To make the crema pastelera, put the milk into a pan on a low heat and infuse with the cinnamon, vanilla and zest until steaming – around 15–18 minutes. Turn off the heat and leave to cool, then pass through a sieve to make a smooth mixture. Whisk the egg yolks with the sugar until pale and creamy and the sugar has dissolved. Add the cornflour and mix again, making sure there are no lumps. Add the infused milk bit by bit, then return to the heat. Cook on a very low heat until it thickens to a béchamel consistency – around 15–20 minutes, depending on the size of your pan. Leave to cool, then refrigerate.
For the sponge, preheat the oven to 180°C. Beat the eggs and sugar together until tripled in size. Sieve the flour, then fold it into the eggs and sugar gently with a spatula. Pour into a baking tin (A3 size) and bake for about 12 minutes [check], until golden brown. Make sure it’s cooked by inserting a toothpick and checking it comes out clean.
To make the rum syrup, put the sugar and water into a pan on a medium heat until dissolved – about 5–7 minutes. When it becomes syrupy, add the rum. You want it to be able to coat the back of a spoon.
Brush the sponge with the rum syrup until drunk – we call this ‘borracho’. You want a very drunk, sticky sponge!
Use your ramekin rings to cut out the sponge, and place on plates. Add 1cm of whipped vanilla cream to each one, then another drunk sponge, then 2cm of crema pastelera. Sprinkle with the caster sugar and burn with a blowtorch.