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Put the cream, sugar and both zests in a saucepan and bring to a simmer. Measure all the juice – you should have 100ml. Turn up the heat and bubble for 3 mins exactly, then stir in the juice. Sieve the mixture into a jug, then divide between 4 glasses. Chill for at least 4 hrs or until set.
To make the compote, put all the ingredients in a saucepan. Bring to a simmer, then bubble for 10 mins until thickened and syrupy. Cool, then chill until ready to serve.
Now make the palmiers. Heat oven to 200C/180C fan/gas 6 and line 2 baking trays with baking parchment. Unroll the pastry. Mash the butter, cinnamon and sugar until combined, then spread over the surface of the pastry. Roll the pastry up from each of the longer sides until the rolled-up edges meet in the centre. Slice the pastry into 1cm pieces, then place, cut-side up, on the baking trays, flattening a little with the palm of your hand. Bake for 20 mins until golden and puffed up, then cool on a wire rack. Serve each posset with a spoonful of compote and a palmier or two.