In a medium saucepan, combine heavy whipping cream, orange peel, whole cloves, cinnamon stick, anise pods, and allspice berries. Heat over medium until the mixture begins to simmer, then remove from heat and let it cool for 20–30 minutes.

In a separate saucepan, mix together granulated sugar, cornstarch, and a small pinch of salt. Gradually whisk in the egg yolks until the mixture is completely smooth. Slowly add in the whole milk, continuing to whisk as you go.

Once your cream has cooled, strain the infused liquid through a fine-mesh sieve into the egg mixture, discarding the solids. Whisk the combined ingredients thoroughly until well blended.

Place the saucepan over medium-low heat and cook the mixture, stirring continuously with a silicone spatula until it reaches a simmer and thickens, about 8–10 minutes.

Remove the saucepan from heat as soon as it simmers. Strain the pudding through a fine-mesh sieve into a clean bowl to ensure a silky-smooth finish. While it's still warm, whisk in unsalted butter, vanilla bean paste, and a splash of brandy or bourbon.

Once the pudding has cooled slightly, ladle it into individual serving dishes. You can serve the pudding warm, at room temperature, or chill it in the refrigerator for about 2 hours for a refreshing dessert.