In a medium size pot combine sugar, orange juice, lemon zest and lemon juice. Whisk over medium heat until sugar is dissolved. Add the cream to juice mixture and whisk until combined.
Combine water and cornstarch in a small bowl to create a paste, add to mixture and continue to whisk over medium heat until mixture thickens (approx. 15 minutes).
Remove thickened mixture from heat and place in a bowl to cool slightly. Cover with plastic wrap tightly against mixture (this will prevent a skin from forming on filling).
Preheat oven to 375°F (190°C). Place prepared flan shells on baking tray. Pierce bottom of shells with a fork to prevent air pocket from forming. Bake at 375°F for 12-15 minutes. Remove flan shells from oven and cool slightly. Fill cooled shells with prepared filling. Let set in refrigerator for at least 1 hour. Top with fresh fruit and whipping cream if desired. Yields: 6 flans