Cut about a 1/2 inch slice from the top of each orange so that the flesh and membranes may be extracted easily with a teaspoon.
Discard the flesh and membranes.
Cut out six pieces of aluminium foil large enough to cover the orange shells.
Place each orange shell in the centre of an aluminium foil square and draw up the edges of the foil until the orange shells are completely enclosed.
Trim the edges of the aluminium foil with scissors so that they are level with the edge of the shell.
Place the covered orange shells in a shallow ovenproof dish.
Set aside.
Preheat the oven to moderate 350°F (Gas Mark 4, 180°C).
In a large saucepan, melt the butter over moderate heat.
Remove the pan from the heat and, with a wooden spoon, stir in the flour to make a smooth paste.
Gradually add the hot milk, stirring constantly.
Return the pan to the heat and cook the mixture, stirring constantly, for 2 minutes or until it is thick and smooth.
Mix in the grated orange rind and juice.
Remove the pan from the heat and let the mixture cool slightly.
In a small mixing bowl, beat the egg yolks and sugar together with a fork.
Gradually mix them into the hot orange mixture.
In a large mixing bowl, beat the egg whites with a wire whisk or rotary beater until they form stiff peaks.
With a metal spoon, carefully fold the egg whites into the orange mixture.
Spoon the mixture into the prepared orange shells in the dish.
Place the dish in the oven and bake the souffles for 15 to 20 minutes or until they are lightly browned on top and have risen 1/2 inch above the tops of the shells.
Remove the dish from the oven.
Peel the aluminium foil off the orange shells and serve immediately.