For thw sauce
Combine the orange juice, vanilla bean seeds and pod, cinnamon sticks, orange zest and sugar in a sauce pot and bring to a boil. Reduce heat and simmer gently until the liquid reduces by half. Whisk the liquid from time to time during the reduction process. Thicken the sauce with cornstarch until it reaches the desired consistency and simmer for 5 more minutes. Strain the sauce and add the orange filets. The sauce can be served hot or cold.