Break the cinnamon sticks into small pieces. Put in a saucepan with the milk, cream and sugar, and cook over a low heat. When bubbles start to appear and the sugar has dissolved, turn off the heat and leave for 1 hour for the flavours to infuse.
Soak the leaf gelatine in cold water for 10 minutes until softened. Meanwhile, reheat the cream. Squeeze the excess liquid from the gelatine. Pour the cream through a sieve into a bowl, discarding the cinnamon sticks. Then stir the gelatine into the warm cream until dissolved. Lightly oil 6 individual 200ml (7fl oz) dariole or jelly moulds. Divide the mixture between the moulds and then chill in the fridge overnight or until set.
To make the caramelised apples, melt the butter in a large frying pan. Add the apples and cook for 5 minutes until they start to soften (add a splash of water if necessary to stop them drying out). Sprinkle over the sugar, orange zest and ground cinnamon and stir. Pour on the Calvados or brandy and 5 tablespoons of water, then cook for 2 more minutes until the sauce is syrupy and thick. Add a squeeze of lemon juice and leave to cool for a while.
When ready, dip the moulds in hot water to loosen the panna cotta, or run a knife around the edge. Invert onto a serving plate, then spoon the warm (but not hot), apples around and serve.
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