To make custard: In a medium-sized, heavy-bottomed pot, place carrots, cream and milk and bring to a boil. Turn down heat to simmer, add vanilla and cook until carrots are tender. Add orange zest and place in a blender to purée.
In a large bowl, whisk to combine sugar, egg yolks and salt. Slowly pour puréed carrot mixture into egg yolk mixture, whisking as you pour.
Once combined, strain mixture through a fine mesh strainer. Pour custard into mason jars, or custard dishes.
Place the jars in a large baking dish or bain-marie. Pour hot water into the baking pan and bake at 325°F (160°C) for about 45-75 minutes, until custard is set in the middle. Note: baking time will vary depending on the depth of the custard dish.
Once custards have set, remove from the oven and water bath. Place on a cooling rack to cool to room temperature. Once cooled, wrap and store in the refrigerator.
To make cream cheese icing: Place cream cheese in an electric mixer fitted with a whisk attachment. Whisk on medium speed for 3 minutes, until light and fluffy. Add cream and icing sugar; whisk again for an additional 3 minutes. Stop mixer to scrape down sides of the bowl at least twice during mixing. Remove from mixer and store in a container until ready to use. Best served over the custard at room temperature.
Walnut Raisin Compote
To make walnut compote: Toast walnuts for 10-15 minutes in oven at 350°F (180°C); set aside to cool.
Meanwhile, place raisins, brandy and orange juice in a small pot; top with water to cover. Bring mixture to a boil then turn heat down to a simmer until liquid has reduced to a syrup consistency and raisins are tender and plump.
Cool mixture and combine with chopped walnuts.
Assembly: Place a spoonful of cream cheese icing over carrot custard; garnish cream cheese with compote. Makes 8 servings.