Place sugar in a heavy saucepan over medium-high heat and cook, stirring constantly, until the sugar melts and turns a golden amber colour, about 10 minutes. Watch carefully once syrup begins to change colour because it burns easily. Carefully pour the melted sugar syrup into a round baking dish. Let cool.
Preheat oven to 180 degrees C.
Pour whole milk, condensed milk, eggs, egg yolks, orange juice, orange zest, vanilla essence and cornflour into a blender and blend for a minute or so until the mixture is smooth. Pour in the cream and pulse several times to incorporate. Pour the mixture over the cooled caramel syrup in the baking dish.
Line a roasting tin with a damp kitchen towel. Place the baking dish on the towel inside the roasting tin, and place roasting tin on oven rack. Fill roasting tin with boiling water to reach halfway up the sides of the baking dish.
Bake in the preheated oven until the centre of the flan is set but still slightly jiggly when moved, 45 minutes to 1 hour. Let the flan cool then refrigerate for at least 4 hours. To serve, run a sharp knife around the inside of the dish to release the flan. Invert a plate on the dish, flip the dish over and gently remove the dish to reveal the flan.