Combine rice, water, and salt in a medium pot. Cover, bring to a boil and reduce to a simmer. Cook, covered, until water has been absorbed and rice is very soft, about 15 minutes.

While the rice cooks, whisk eggs, sugar, orange peel, vanilla extract, and nutmeg together in a large bowl until foamy and pale yellow.

Once rice is fully cooked and most of the water is absorbed, stir in the heavy cream. Return to a boil then reduce to a simmer.

Slowly pour a ladleful, about ½ cup, of the hot rice and cream into the egg mixture while constantly whisking. Repeat as needed until the egg mixture is close to the same temperature as the rice and add it to the pot.

Cook over medium heat, stirring constantly and making sure to scrape the sides and bottom of the pot, until the custard has thickened and coats the back of your spoon, about 15 minutes.

Transfer to a large bowl or eight 4-ounce ramekins and refrigerate for at least 8 hours before serving. Before serving top with a little extra freshly grated nutmeg.