Zest 1 orange, then cut the oranges in half and squeeze out the juice. Strain the juice to remove pulp and fibers. If you want to serve the posset in orange shells, keep the peels and place them in a muffin pan so they stay upright.
In a small saucepan, combine the heavy cream, sugar, orange zest, and vanilla, if using.
Cook over low to medium heat, stirring occasionally, until the sugar fully dissolves and the mixture starts to thicken slightly, about 5 to 7 minutes.
Remove from the heat and slowly stir in the fresh orange juice. The mixture should thicken a little, and that is exactly what you want.
Carefully pour the mixture into the prepared orange shells or into small serving glasses. Let it cool at room temperature for 10 to 15 minutes.
Transfer to the fridge and chill for at least 4 hours, or overnight for the best texture. Once set, the posset should be smooth, creamy, and just firm enough to hold its shape.
Serve cold. Top with extra orange zest, fresh fruit, shaved chocolate, or mint if you like.