Add rice to a pot of salted cold water. Bring to a boil. Remove from heat, strain and rinse under cold water. Set aside.
In a medium sauce pan, add milk, vanilla bean paste and half the sugar. Bring to a simmer. Add rice and continue to cook on low for 20-25 minutes. Stir often to prevent scorching.
Add cream and remaining sugar. Stir pudding to blend. Set aside or chill if you prefer to serve pudding cold.
Citrus Caramel Sauce
In a small pot, add cream, butter, zests from fruit and a pinch of salt. Simmer for about 10 minutes to infuse the flavors.
In a separate pot over medium high heat, add sugar, cooking down into a golden brown caramel base. Stir frequently to prevent burning.
Remove from heat and immediately add half the infused cream, whisking to deglaze the pan. Slowly add the remaining cream mixture to incorporate.
Strain the caramel mixture through a metal sieve to remove the zest.
Serve rice pudding warm or cold, topping with warm caramel sauce as desired. Garnish with fresh lemon and orange zest. Refrigerate any leftovers.