Soften gelatine in cold water. Heat orange juice, lemon juice, sugar, Cointreau and cinnamon in a pot. Dissolve gelatine in juice. Pour through a fine sieve and into ramekins, then chill for several hours.
Heat 4 milk and scraped vanilla bean in a pot.
Beat remaining milk with eggs, sugar and cornstarch. Remove vanilla pod from milk, bring it to a boil and stir in cornstarch mixture. Boil briefly, then remove from heat. Peel blood oranges and separate segments. Julienne orange peel.
Spread vanilla cream onto plates, release orange jello onto cream. Serve garnished with orange slices, orange peel and mint leaves.