This dessert combines some of the flavorings of kheer, or Indian rice pudding, with the tropical notes of coconut milk and the ultra-creamy texture of Italian risotto. A sharp vegetable peeler is the best way to remove a nice, wide strip of zest from the orange. But if lots of the bitter white pith is on the backside of the strip, trim off as much as you can with a paring knife before adding the zest to the pot. The pudding is delicious warm, or it can be made up to three days in advance and chilled. If it has been refrigerated for more than a few hours, let it stand at room temperature for about 30 minutes before serving.