Preheat oven to 325°F. In a large bowl, mix together butter, sugar and orange zest until creamy. Add egg yolk one at a time and beat well. Stir in flour, orange juice and milk.
In a small bowl, beat egg whites until stiff peaks form. Fold egg whites into the egg yolk mixture, blending gently.Pour into 3 or 4-ounce buttered ramekins and bake in a bain-marie for 40 minutes. Serve topped with powdered sugar.
NOTE: Note A bain-marie is the baking equivalent of a double boiler. Some baked foods such as custards and souffles are placed inside a larger pan partially filled with water.
